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Forecasting using a Nonlinear DSGE Model Cover

Forecasting using a Nonlinear DSGE Model

Journal of Central Banking Theory and Practice
Volume 7 (2018): Issue 2 (May 2018)
By: Sergey Ivashchenko and  Rangan Gupta  
Open Access
|May 2018

Authors

Sergey Ivashchenko

sergey.ivashchenko.ru@gmail.com

Saint Petersburg Institute for Economics and Mathematics (Russian Academy of Sciences); Faculty of Economics, Saint-Petersburg State University; National Research University Higher School of Economics, Saint Petersburg

Rangan Gupta

rangan.gupta@up.ac.za

Department of Economics, University of Pretoria, Pretoria, South Africa
DOI: https://doi.org/10.2478/jcbtp-2018-0013 | Journal eISSN: 2336-9205
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Language: English
Page range: 73 - 98
Submitted on: Jul 4, 2017
Accepted on: Oct 6, 2017
Published on: May 14, 2018
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Nonlinear DSGE,
Quadratic Kalman Filter,
Out-of-sample forecasts
Related subjects:
Business and economics,
Business management,
Business management, other

© 2018 Sergey Ivashchenko, Rangan Gupta, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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