Blackrock, Co. Dublin
University College Dublin (UCD) - Michael Smurfit Graduate School of Business
model validation, forecasting, Factor Augmented DSGE, time-varying parameter VAR, DGSE-VAR, Bayesian analysis
Oil prices, economic policy uncertainty, forecasting
Bayesian estimation, Forecasting, Banking sector
DSGE model, inflation, core variables, non-core variables
term structure of interest rates, yield curve, VAR, Factor Model
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7176.
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Bayesian analysis, Dynamic stochastic general equilibrium model, Factor-Augmented Vector Autoregression, Model evaluation
DSGE Models, Misspecification, Estimation, Bayesian Estimation
PIIGS, Euro crisis, two-country DSGE, Bayesian estimation
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle, Monetary Policy, Fiscal Policy
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