Finance and Economics Discussion Series: Evaluating Dsge Model Forecasts of Comovements

By Edward Herbst

This paper develops and applies tools to assess multivariate aspects of Bayesian Dynamic Stochastic General Equilibrium (DSGE) model forecasts and their ability to predict comovements among key... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1288697937
• ISBN13: 9781288697939
• Release Date: February 2013
• Publisher: Bibliogov
• Length: 46 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 7.4" x 9.7"