Testing a DSGE model and its partner database

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Borradores de Economía; No. 479

Date published

2008-01-13

Date

2008-01-13

Authors

Mahadeva, Lavan
Parra-Alvarez, Juan Carlos

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ISSN

ISBN

Document language

spa
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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

There is now an impetus to apply dynamic stochastic general equilibrium models to forecasting. But these models typically rely on purpose-built data, for example on tradable and nontradable sector outputs. How then do we know that the model will forecast

Description

JEL Codes

C61 - Optimization Techniques; Programming Models; Dynamic Analysis

Temática

Keywords

Keywords

Monetary policy , Sectoral model , DSGE , Forecast performance , Kalman filter

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5496
 https://hdl.handle.net/20.500.12134/5496
 https://ideas.repec.org/p/bdr/borrec/479.html
 https://doi.org/10.32468/be.479

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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