Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks

By Malin Adolfson, Michael K. Andersson, J. Lindé, Mattias Villani, A. Vredin. 2012

181 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0007f1728796181119441d54be3c08a701486613

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In Economics and Econometrics

1. Andrea Tambalotti
2. Argia M. Sbordone
3. Krishna Rao
4. K. Walsh
5. K. Petrova
6. Ester Faia
7. Sophocles Mavroeidis
8. Edward Nelson

Citations in the corpus

• A quasi-Bayesian local likelihood approach to time varying parameter VAR models (2019, methodology): “the Riksbank’s RAMSES model (Adolfson et al. (2007)) or the ECB’s New Area Wide model (Christo¤el et al. (2010)). A medium-sized DSGE for the U.K. economy, referred to as COMPASS, was developed by Burgess, Fernandez-Corugedo, Groth, Harrison, Monti, Theodoridis and Waldron (2013). COMPASS is an open”
• Policy Analysis Using DSGE Models: An Introduction (2010, background): “4 Some of these larger DSGE models inform policy analysis at central banks around the world: Smets and Wouters (2007) of the European Central Bank; Edge, Kiley, and Laforte (2008) of the Federal Reserve System; and Adolfson et al. (2008) of the Riksbank.”
• How Useful Are Estimated DSGE Model Forecasts for Central Bankers? (2010, unknown): “References [1] Adolfson, M.”