Language selection

Government of Canada / Gouvernement du Canada

Search

Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar.: FB3-2/102-18E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571598&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleEstimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar.
Series title
  • Bank of Canada working paper 1701-9397 2002-18
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "This paper applies the hybrid dynamic general-equilibrium, vector autoregressive (DG-VAR) model developed by Ireland (1999) to Canadian time series. It presents the first Canadian evidence that a hybrid DGE-VAR model may have better out-of-sample forecasting accuracy than a simple, structure-free VAR model."--Abstract, page v.
  • The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada July 2002.
Description40p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/102-18E-PDF
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: