摘要 : This paper compares the quality of forecasts from DSGE models with and without financial frictions. We find that accounting for financial market imperfections does not result in a uniform improvement in the accuracy of point forec... 展开
作者 | Kolasa~ Marcin Rubaszek~ Michal |
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作者单位 | |
期刊名称 | 《International journal of forecasting》 |
页码/总页数 | 1-19 / 19 |
语种 | 英语 |
关键词 | Forecasting DSGE models Financial frictions Housing market |
DOI | 10.1016/j.ijforecast.2014.05.001 |
馆藏号 | N-103 |