Monetary policy forecasting in a DSGE model with data that is uncertain, unbalanced and about the future

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Borradores de Economía; No. 559

Date published

2009-04-15

Date

2009-04-15

Authors

González-Gómez, Andrés
Mahadeva, Lavan
Rodríguez-Guzmán, Diego Arturo
Rojas, Luis Eduardo

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ISBN

Document language

spa
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Las 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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

If theory-consistent models can ever hope to forecast well and to be useful for policy, they have to relate to data which though rich in information is uncertain, unbalanced and sometimes forecasts from external sources about the future path of other vari

Description

JEL Codes

C61 - Optimization Techniques; Programming Models; Dynamic Analysis
F47 - Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation: Models and Application
E01 - Measurement and Data on National Income and Product Accounts (NIPA) and Wealth; Environmental Accounts

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Keywords

Keywords

Monetary policy , DSGE , Forecast , Kalman filter

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5576
 https://hdl.handle.net/20.500.12134/5576
 https://ideas.repec.org/p/bdr/borrec/559.html
 https://doi.org/10.32468/be.559

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Borradores de Economía

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Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito