摘要 : We apply a novel methodology for estimating time-varying weights in linear prediction pools, which we call Dynamic Pools, and use it to investigate the relative forecasting performance of DSGE models with and without financial fri... 展开
作者 | Del Negro~ Marco Hasegawa~ Raiden B. Schorfheide~ Frank |
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作者单位 | |
期刊名称 | 《Journal of Econometrics》 |
总页数 | 15 |
语种/中图分类号 | 英语 / F |
关键词 | Bayesian estimation DSGE models Financial frictions Forecasting Great Recession Linear prediction pools |
馆藏号 | N2008EPST0008768 |