• Citer

Combining structural and reduced-form models for macroeconomic forecasting and policy analysis

par Monti, Francesca
Président du jury Gassner, Marjorie
Promoteur Giannone, Domenico ;Weil, Philippe
Publication Non publié, 2011-02-08

Thèse de doctorat

• Accès en ligne
• Détails
• Contenu
• Statistiques

Résumé :

Can we fruitfully use the same macroeconomic model to forecast and to perform policy analysis? There is a tension between a model’s ability to forecast accurately and its ability to tell a theoretically consistent story. The aim of this dissertation is to propose ways to soothe this tension, combining structural and reduced-form models in order to have models that can effectively do both.