NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility

Francis X. Diebold, Frank Schorfheide, Minchul Shin

NBER Working Paper No. 22615
Issued in September 2016

---- Acknowledgments ----

For invaluable guidance we are grateful to the co-editors (Serge Darolles, Alain Monfort, and Eric Renault), and to two anonymous referees. For helpful comments we thank Fabio Canova, as well as participants at the Annual Conference on Real-Time Data Analysis, Methods, and Applications in Macroeconomics and Finance, the Federal Reserve Bank of Philadelphia, the 2015 NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics, the 2015 NBER Summer Institute, the University of Pennsylvania, and European University Institute. For research support we thank the National Science Foundation (SES-1424843) and the Real-Time Data Research Center at the Federal Reserve Bank of Philadelphia. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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