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On the forecasting performance of a small-scale DSGE model

✍ Scribed by Michał Rubaszek; Paweł Skrzypczyński

Book ID
113647993
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
733 KB
Volume
24
Category
Article
ISSN
0169-2070

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## Abstract This paper considers the ‘real‐time’ forecast performance of the Federal Reserve staff, time‐series models, and an estimated dynamic stochastic general equilibrium (DSGE) model—the Federal Reserve Board's Estimated, Dynamic, Optimization‐based (Edo) model. We evaluate forecast performan