Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. : FB3-2/102-18E
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. |
| Series title | Working paper1192-54342002-18 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Paper |
| Other formats | Electronic-[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. Résumés en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada 2002. |
| Binding | Softcover |
| Description | v, 31p. : graphs, references, tables ; 28 cm. |
| ISSN | 1192-5434 |
| Catalogue number |
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| Subject terms | Economic forecasting Models |