• Media type: Report; E-Book
  • Title: Priors from general equilibrium models for VARs
  • Contributor: Del Negro, Marco [Author]; Schorfheide, Frank [Author]
  • Published: Atlanta, GA: Federal Reserve Bank of Atlanta, 2002
  • Language: English
  • Keywords: Forecasting ; Vector autoregression
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: This paper uses a simple New Keynesian monetary DSGE model as a prior for a vector autoregression and shows that the resulting model is competitive with standard benchmarks in terms of forecasting and can be used for policy analysis.
  • Access State: Open Access