英文标题：
《Information Content of DSGE Forecasts》
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作者：
Ray Fair
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最新提交年份：
2018
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英文摘要：
This paper examines the question whether information is contained in forecasts from DSGE models beyond that contained in lagged values, which are extensively used in the models. Four sets of forecasts are examined. The results are encouraging for DSGE forecasts of real GDP. The results suggest that there is information in the DSGE forecasts not contained in forecasts based only on lagged values and that there is no information in the lagged-value forecasts not contained in the DSGE forecasts. The opposite is true for forecasts of the GDP deflator. Keywords: DSGE forecasts, Lagged values JEL Classification Codes: E10, E17, C53
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中文摘要：
本文探讨的问题是，DSGE模型的预测中所包含的信息是否超出了模型中广泛使用的滞后值中所包含的信息。研究了四组预测。这一结果对于DSGE对实际GDP的预测是令人鼓舞的。结果表明，仅基于滞后值的预测中未包含DSGE预测中的信息，而DSGE预测中未包含滞后值预测中的信息。对GDP平减指数的预测则相反。关键词：DSGE预测、滞后值JEL分类代码：E10、E17、C53
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分类信息：

一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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