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On the forecasting performance of a small-scale DSGE model. (2008). Skrzypczyński, Paweł ; Rubaszek, Michał ; Skrzypczynski, Pawel .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512.

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    In: International Journal of Forecasting.
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  2. Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre.
    In: International Review of Financial Analysis.
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  3. Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey.
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  4. Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey.
    In: Russian Journal of Money and Finance.
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  5. Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał.
    In: International Journal of Forecasting.
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  6. Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G.
    In: Cambridge Working Papers in Economics.
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  7. Estimating and forecasting with a two-country DSGE model of the Euro area and the USA: the merits of diverging interest-rate rules. (2019). Gunter, Ulrich.
    In: Empirical Economics.
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  8. Dynamic effect of environmental tax on export trade: Based on DSGE mode. (2019). Liu, Xin ; Wang, Wenxi ; Yao, Xilong ; Gao, Yantao.
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  9. Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model. (2019). Hueng, C. ; Yau, Ruey.
    In: Computational Economics.
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  10. DSGE Models: Problem of Trends. (2019). Ivashchenko, Sergey M.
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  11. Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
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  12. Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?. (2017). Lopez-Perez, Victor .
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  13. Near-Rational Expectations: How Far are Surveys from Rationality?. (2017). Ivashchenko, Sergey ; GUPTA, RANGAN.
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  14. Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X.
    In: Journal of Econometrics.
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  15. .

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  16. Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models. (2016). Paccagnini, Alessia ; Bekiros, Stelios.
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  17. Многосекторная модель динамического стохастического общего экономического равновесия российской экономик. (2016). ИВАЩЕНКО СЕРГЕЙ МИХАЙЛОВИЧ, .
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  18. Near-Rational Expectations: How Far are Surveys from Rationality?. (2016). Ivashchenko, Sergey ; GUPTA, RANGAN.
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  19. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2016). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
    In: NBER Working Papers.
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  20. What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin .
    In: Working Papers.
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  21. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Galvo, Ana Beatriz ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas.
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  22. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models. (2015). Galvão, Ana ; Petrova, Katerina ; Kapetanios, George ; Giraitis, Liudas ; Galvo, Ana Beatriz.
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  23. Macroeconomic Forecasting Starting from Survey Nowcasts. (2015). Valle e Azevedo, João ; Gonalves, Ines ; João Valle e Azevedo, .
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  24. Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility. (2015). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis.
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  25. How Frequently Should We Reestimate DSGE Models?. (2015). Rubaszek, Michał ; Kolasa, Marcin.
    In: International Journal of Central Banking.
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  26. A 5-sector DSGE Model of Russia. (2015). Ivashchenko, Sergey.
    In: EUSP Department of Economics Working Paper Series.
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  27. A 5-sector DSGE Model of Russia. (2015). Ivashchenko, Sergey.
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  28. Forecasting international city tourism demand for Paris: Accuracy of uni- and multivariate models employing monthly data. (2015). Gunter, Ulrich ; Onder, Irem.
    In: Tourism Management.
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  29. Forecasting using DSGE models with financial frictions. (2015). Rubaszek, Michał ; Kolasa, Marcin.
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  30. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros .
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  31. .

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  32. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
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  33. How frequently should we re-estimate DSGE models?. (2014). Rubaszek, Michał ; Kolasa, Marcin.
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  34. Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey.
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  35. Near-Rational Expectations: How Far Are Surveys from Rationality?. (2014). Ivashchenko, Sergey.
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  36. Forecasting in a Non-Linear DSGE Model. (2014). Ivashchenko, Sergey.
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  37. Forecasting with a noncausal VAR model. (2014). Saikkonen, Pentti ; Nyberg, Henri.
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  38. Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
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  39. Forecasting with DSGE models with financial frictions. (2014). Rubaszek, Michał ; Kolasa, Marcin.
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  42. On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
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  43. Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach. (2013). Takli, Elvira ; Papadimitriou, Theophilos ; Gogas, Periklis.
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  64. Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). Skrzypczyński, Paweł ; Rubaszek, Michał ; Kolasa, Marcin ; SKRZYPCZYSKI, PAWE .
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    RePEc:eee:intfor:v:30:y:2014:i:1:p:129-143.

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  21. Inflation targeting and exchange rate volatility smoothing: A two-target, two-instrument approach. (2014). Castillo-Maldonado, Carlos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:330-345.

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  22. Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella.
    In: Working Papers.
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  23. On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
    In: Open Access publications.
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  24. On the predictability of time-varying VAR and DSGE models. (2013). Paccagnini, Alessia ; Bekiros, Stelios.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:1:p:635-664.

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  25. Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms. (2013). Ivashchenko, Sergey.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2013:i:19:p:27-50.

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  26. Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430.

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  27. DSGE models in the frequency domain. (2013). Sala, Luca.
    In: Working Papers.
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  28. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2013). Marcellino, Massimiliano ; Rychalovska, Yuliya .
    In: EcoMod2013.
    RePEc:ekd:004912:5302.

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  29. Forecasting with DSGE models with financial frictions. (2013). Rubaszek, Michał ; Kolasa, Marcin.
    In: EcoMod2013.
    RePEc:ekd:004912:5100.

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  30. Predictive likelihood comparisons with DSGE and DSGE-VAR models. (2013). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131536.

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  31. An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis. (2012). Marcellino, Massimiliano ; Rychalovska, Yuliya .
    In: RSCAS Working Papers.
    RePEc:rsc:rsceui:2012/34.

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  32. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1218.

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  33. Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1206.

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  34. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/08.

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  35. Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8894.

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  36. The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd.
    In: Working Paper.
    RePEc:bno:worpap:2012_09.

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  37. The Forecasting Performance of an Estimated Medium Run Model. (2011). Schmidt, Torsten ; Kitlinski, Tobias.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:301.

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  38. Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback. (2011). Zagaglia, Paolo.
    In: Working Paper series.
    RePEc:rim:rimwps:19_11.

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  39. Rational vs. Professional Forecasts. (2011). Valle e Azevedo, João ; Jalles, Joao ; João Valle e Azevedo, .
    In: Working Papers.
    RePEc:ptu:wpaper:w201114.

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  40. Oil Shocks through International Transport Costs: Evidence from U.S. Business Cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Working Papers.
    RePEc:fiu:wpaper:1105.

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  41. Optimal monetary policy in an operational medium-sized DSGE model. (2011). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan ; Lars E. O. Svensson, .
    In: International Finance Discussion Papers.
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  42. Oil shocks through international transport costs: evidence from U.S. business cycles. (2011). YILMAZKUDAY, HAKAN.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:82.

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  43. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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  44. Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0014.

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  45. QUEST III: An estimated open-economy DSGE model of the euro area with fiscal and monetary policy. (2009). Ratto, Marco ; in 't Veld, Jan ; Roeger, Werner ; Veld, Jan in 't, ; Veld, Jan in't, .
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  46. Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). Skrzypczyński, Paweł ; Rubaszek, Michał ; Kolasa, Marcin ; SKRZYPCZYSKI, PAWE .
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  47. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

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  48. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
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  49. On the forecasting performance of a small-scale DSGE model. (2008). Skrzypczyński, Paweł ; Rubaszek, Michał ; Skrzypczynski, Pawel .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512.

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  50. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6907.

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