Fabio M. Piersanti

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Merging Structural and Reduced-Form Models for Forecasting: Opening the Dsge-Var Box

ECB Working Paper No. 2335
Number of pages: 66 Posted: 04 Dec 2019
Jaime Martinez-Martin, Richard Morris, Luca Onorante and Fabio M. Piersanti
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
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Abstract:

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Bayesian VAR, DSGE models, forecast comparison, real time data