Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. : FB3-2/102-18E-PDF
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Estimated DGE models and forecasting accuracy : a preliminary investigation with Canadian data / by Kevin Moran and Veronika Dolar. |
| Series title | Bank of Canada working paper1701-93972002-18 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| Note(s) | "This paper applies the hybrid dynamic general-equilibrium, vector autoregressive (DG-VAR) model developed by Ireland (1999) to Canadian time series. It presents the first Canadian evidence that a hybrid DGE-VAR model may have better out-of-sample forecasting accuracy than a simple, structure-free VAR model."--Abstract, page v. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada July 2002. |
| Description | 40p.graphs, references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Economic forecasting Models |