𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting the Spanish economy with an augmented VAR–DSGE model

✍ Scribed by Gonzalo Fernández-de-Córdoba; José L. Torres


Book ID
107689721
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
298 KB
Volume
2
Category
Article
ISSN
1869-4187

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Comparing the DSGE model with the factor
✍ Mu-Chun Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 203 KB 👁 1 views

## Abstract In this paper, we put dynamic stochastic general equilibrium DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic backgrou

Comparing ex-ante forecasts from a sem a
✍ Gianna Boero 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 795 KB

The predictive performance of a large-scale structural econometric model (SEM) of the Italian economy-the Prometeia model-is compared in this paper with a vector autoregressive (VAR) model estimated for a selection of six main variables of interest. The paper concentrates on the quarterly ex-ante fo