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Professional forecasters : how to understand and exploit them through a DSGE model

dc.creatorRojas, Luis Eduardo
dc.date.created2011-08-10
dc.date.issued2011-08-10
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5681
dc.description.abstractThis paper derives a link between the forecasts of professional forecasters and a DSGE model. I show that the forecasts of a professional forecaster can be incorporated to the state space representation of the model by allowing the measurement error of th
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 664
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleProfessional forecasters : how to understand and exploit them through a DSGE model
dc.typeWorking Paper
dc.subject.jelC51 - Model Construction and Estimation
dc.subject.jelE17 - General Aggregative Models: Forecasting and Simulation: Models and Application
dc.subject.jelC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysis
dc.subject.jelC18 - Methodological Issues: General
dc.subject.keywordProfessional forecasters
dc.subject.keywordDSGE models
dc.subject.lembPronóstico de la economía -- Técnicas
dc.subject.lembPronóstico de los negocios -- Técnicas
dc.subject.lembProyecciones económicas -- Técnicas
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC51 - Construcción de modelos y estimación
dc.subject.jelspaC82 - Metodología de la recopilación, estimación y organización de datos macroeconómicos; análisis de los datos
dc.subject.jelspaE17 - Modelos agregados generales: Predicción y simulación; Modelos y aplicación
dc.subject.jelspaC18 - Metodología: generalidades
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.664
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/664.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5681
dc.source.handleRepecRePEc:bdr:borrec:664


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