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Title:On the predictability of time-varying VAR and DSGE models Author(s):BEKIROS, Stelios D.
; PACCAGNINI, AlessiaDate:2013Citation:
- Empirical Economics, 2013, Vol. 45, No. 1, pp. 635-664
Type:ArticleAbstract:Over the last few years, there has been a growing interest in DSGE modelling for predicting macroeconomic fluctuations and conducting quantitative policy analysis. Hybrid DSGE models have become popular for dealing with ...
; PACCAGNINI, AlessiaDate:2013Citation: