An evaluation of the forecast performance of DSGE and VAR Models: The case of a developing country
This paper estimates a DSGE model and three versions of VAR models (VARX, BVARX and BVAR) to analyze forecasting performance of these models in context of Pakistan. VAR models and a medium-scale DSGE model are estimated using quarterly data (1980Q4-2017Q2). Expanding window recursive out-of-sample f...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Institute of Business Administration
2019-06-01
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| coleção: | Business Review |
| Assuntos: | |
| Acesso em linha: | https://ir.iba.edu.pk/businessreview/vol14/iss1/3/ |
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