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
PIIGS, Euro crisis, two-country DSGE, Bayesian estimation
Bayesian estimation, Forecasting, Banking sector
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle, Monetary Policy, Fiscal Policy
DSGE model, inflation, core variables, non-core variables
DSGE, Limited Asset Market Participation, Bayesian Estimation, Euro Area, Business Cycle
term structure of interest rates, yield curve, VAR, Factor Model
DSGE Models, Misspecification, Estimation, Bayesian Estimation
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bayesian analysis, Dynamic stochastic general equilibrium model, Factor-Augmented Vector Autoregression, Model evaluation
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by aws-apollo6 in 0.343 seconds