Priors from general equilibrium models for vars

被引：220

作者：

Del Negro, M

Schorfheide, F

机构：

[1] Univ Penn, Dept Econ, Philadelphia, PA 19104 USA

[2] Fed Reserve Bank Atlanta, Dept Res, Atlanta, GA USA

来源：

INTERNATIONAL ECONOMIC REVIEW | 2004年 / 45卷 / 02期

关键词：

D O I：

10.1111/j.1468-2354.2004.00139.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article uses a simple New Keynesian dynamic stochastic general equilibrium model as a prior for a vector autoregression, and shows that the resulting model is competitive with standard benchmarks in terms of forecasting, and can be used for policy analysis.

引用

收藏

页码：643 / 673

页数：31

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