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My bibliography Save this paperConditional forecasting with DSGE models - A conditional copula approach
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Keywords
DSGE model; conditional forecast; copula;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2017-04-09 (Dynamic General Equilibrium)
- NEP-ECM-2017-04-09 (Econometrics)
- NEP-FOR-2017-04-09 (Forecasting)
- NEP-MAC-2017-04-09 (Macroeconomics)
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