Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. : FB3-2/102-18E-PDF
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571598&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. |
| Titre de la série | Bank of Canada working paper1701-93972002-18 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Autres formats offerts | Papier-[Anglais] |
| 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. |
| Information sur la publication | Ottawa - Ontario : Bank of Canada July 2002. |
| Description | 40p.graphs, references, tables |
| ISSN | 1701-9397 |
| Numéro de catalogue |
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| Descripteurs | Economic forecasting Models |