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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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Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.616008&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
  • Working paper 1192-5434 2002-18
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital 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.
  • Résumés en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada 2002.
BindingSoftcover
Descriptionv, 31p. : graphs, references, tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/102-18E
Subject terms
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