create a website

DSGE-based forecasting: What should our perspective be?. (2016). Malakhovskaya, Oxana.
In: Voprosy Ekonomiki.
RePEc:nos:voprec:2016-12-7.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Bivariate Forecasting Model For Russian GDP Under Structural Changes In Monetary Policy and Long-Term Growth. (2019). Polbin, Andrey ; Fokin, Nikita.
    In: MPRA Paper.
    RePEc:pra:mprapa:95306.

    Full description at Econpapers || Download paper

  2. Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93.

    Full description at Econpapers || Download paper

  3. МОДЕЛИРОВАНИЕ ЭФФЕКТА ПЕРЕНОСА ВАЛЮТНОГО КУРСА НА ЦЕНЫ В РОССИИ // MODELING THE TRANSFER EFFECT OF EXCHANGE RATE ON PRICES IN RUSSIA. (2018). Tiunova, Marina ; М. Тиунова Г., .
    In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice.
    RePEc:scn:financ:y:2018:i:3:p:136-154.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by psh372-992

  1. Bańbura M., Giannone D., Reichlin L. (2010). Large Bayesian vector auto regressions. Journal of Applied Econometrics, Vol. 25, No. 1, pp. 71—92.

  2. Batte L., Bénassy-Quéré A., Carton B., Dufrénot G. (2009). Term of trade shocks in a monetary union: An application to West Africa. CEPII Working Paper, No. 2009-07.

  3. Benedictow A., Fjærtoft D., Løfsnæs O. (2013). Oil dependency of the Russian economy: An econometric analysis. Economic Modelling, Vol. 32, No. C, pp. 400—428.

  4. Calvo G. (1983). Staggered prices in a utility-maximizing framework. Journal of Monetary Economics, Vol. 12, No. 3, pp. 383—398.

  5. Cúrdia V., Finocchiaro D. (2005). An estimated DSGE model for Sweden with a monetary regime change (Seminar Paper No. 740). Institute for International Economic Studies, Stockholm University.

  6. Carriero A., Clark, T., Marcellino, M. (2015). Bayesian VARs: Specification choices and forecast accuracy. Journal of Applied Econometrics, Vol. 30, No. 1, pp. 46—73.

  7. Christiano L., Eichembaum M., Evans C. (2005). Nominal rigidities and the dynamic effects to a shock of monetary policy. Journal of Political Economy, Vol. 113, No. 1, pp. 1—45.
    Paper not yet in RePEc: Add citation now
  8. Christoffel K., Coenen G., Warne A. (2008). The New Area-Wide Model of the euro area: A micro-founded open-economy model for forecasting and policy analysis. ECB Working Papers, No. 944.

  9. Dam N., Linaa J. (2005). What drives business cycles in a small open economy with a fixed exchange rate? EPRU Working Paper Series, No. 2005-02.

  10. Dib A. (2011). Monetary Policy in Estimated Models of Small Open and Closed Economies. Open Economies Review, Vol. 22, No. 5, pp. 769—796.

  11. Иванова Н., Каменских М., Юдаева К. (2010). Что таргетирует Банк России. Обзор Центра макроэкономических исследований Сбербанка России. Москва.
    Paper not yet in RePEc: Add citation now
  12. Иващенко С. М. (2013). Динамическая стохастическая модель общего экономического равновесия с банковским сектором и эндогенными дефолтами фирм // Журнал Новой экономической ассоциации. № 3. С. 27—50.
    Paper not yet in RePEc: Add citation now
  13. Шульгин А.Г. (2014). Сколько правил монетарной политики необходимо для оценки DSGE модели для России? // Прикладная эконометрика. № 4. С. 3—31.
    Paper not yet in RePEc: Add citation now
  14. Банк России (2011). Основные направления единой государственной денежно-кредитной политики на 2014 год и период 2015 и 2016 годов // Вестник Банка России. Демешев Б. Б., Малаховская О. А. (2016). Картографирование BVAR // Прикладная эконометрика. № 3.
    Paper not yet in RePEc: Add citation now
  15. Малаховская О. А., Минабутдинов А. Р. (2013). Динамическая стохастическая модель общего равновесия для экспортоориентированной экономики (Препринт № WP12/2013/04). М.: НИУ ВШЭ.
    Paper not yet in RePEc: Add citation now
  16. Крепцев Д., Селезнев С. (2016). DSGE-модели российской экономики с малым количеством уравнений (Серия докладов об экономических исследованиях № 12).
    Paper not yet in RePEc: Add citation now
  17. Полбин А. В. (2014). Эконометрическая оценка структурной макроэкономической модели российской экономики // Прикладная эконометрика. № 1. C. 3—29.

  18. Edge R., Gürkaynak R. (2010). How useful are estimated DSGE model forecasts for central bankers? Brooking Papers on Economic Activity, Vol. 41, No. 2, pp. 209—259.

  19. Erceg C., Henderson D., Levin A. (2000). Optimal monetary policy with staggered wage and price contracts. Journal of Monetary Economics, Vol. 46, No. 2, pp. 281—313.

  20. Fernández-Villaverde J. (2010). The Econometrics of DSGE Models. SERIEs — Journal or the Spanish Economic Association, Vol. 1, No. 1, pp. 3—49.
    Paper not yet in RePEc: Add citation now
  21. Galí J. (2008). Monetary policy, inflation and the business cycle: An introduction to the New Keynesian framework. Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  22. Ikeda T. (2010). Interest rate rule for the Russian monetary policy: Nonlinearity and asymmetricity. Hitotsubashi Journal of Economics, Vol. 51, No. 1, pp. 1—11.

  23. Justiniano A., Preston B. (2010). Monetary policy and uncertainty in an empirical small open-economy model. Journal of Applied Econometrics, Vol. 25, No. 1, pp. 93—128.

  24. Knetter M. (1993). International comparisons of pricing-to-market behavior. American Economic Review, Vol. 83, No. 3, pp. 473—486.
    Paper not yet in RePEc: Add citation now
  25. Kollmann R. (2001). The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: A quantitative investigation. Journal of International Economics, Vol. 55, No. 2, pp. 243—262.

  26. Lubik T., Schorfheide F. (2007). Do central banks respond to exchange rate movements? A structural investigation. Journal of Monetary Economics, Vol. 54, No. 4, pp. 1069—1087.

  27. Malakhovskaya O., Minabutdinov A. (2014). Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia. International Journal of Computational Economics and Econometrics, Vol. 4, No. 1/2, pp. 148—180.

  28. Robertson J., Tallman E. (1999). Vector autoregressions: Forecasting and reality. Federal Reserve Bank of Atlanta Economic Review, Vol. 84, No. 1, pp. 4—18.

  29. Schmitt-Grohé S., Uribe M. (2003). Closing small open economy models. Journal of International Economics, Vol. 61, No. 1, pp. 163—185.

  30. Sims C. (2003). Probability models for monetary policy decisions. Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  31. Sims C., Zha T. (1998). Bayesian methods for dynamic multivariate models. International Economic Review, Vol. 39, No. 4, pp. 949—968.

  32. Smets F., Wouters R. (2003). An estimated dynamic stochastic general equilibrium model of the euro area. Journal of the European Economic Association, Vol. 1, No. 5, pp. 1123—1175.

  33. Smets F., Wouters R. (2007). Shocks and frictions in US business cycles: A Bayesian DSGE approach. American Economic Review, Vol. 97, No. 3, pp. 586—606.

  34. Taylor A., Taylor M. (2004). The Purchasing Power Parity Debate. Journal of Economic Perspectives, Vol. 18, No. 4, pp. 135—158.

  35. Vdovichenko A., Voronina V. (2006). Monetary policy rules and their application in Russia. Research in International Business and Finance, Vol. 20, No. 2, pp. 145—162.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantitative Easing During the COVID-19 Pandemic: A Cross-Country Study. (2023). Stefaski, Maciej.
    In: KAE Working Papers.
    RePEc:sgh:kaewps:2023088.

    Full description at Econpapers || Download paper

  2. A Framework for Macroprudential Stress Testing. (2022). Rice, Jonathan ; Morell, Joe ; Shaw, Frances.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:7/rt/22.

    Full description at Econpapers || Download paper

  3. The Macroeconomy as a Random Forest. (2021). Goulet Coulombe, Philippe.
    In: Papers.
    RePEc:arx:papers:2006.12724.

    Full description at Econpapers || Download paper

  4. Short-Term Inflation Projections Model and Its Assessment in Latvia. (2020). Krasnopjorovs, Olegs ; Bessonovs, Andrejs.
    In: Working Papers.
    RePEc:ltv:wpaper:202001.

    Full description at Econpapers || Download paper

  5. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

    Full description at Econpapers || Download paper

  6. Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models. (2020). Lin, Jiahe ; Michailidis, George.
    In: Papers.
    RePEc:arx:papers:1912.04146.

    Full description at Econpapers || Download paper

  7. A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Domenico ; Ravazzolo, Francesco ; Casarin, Roberto ; Corradin, Fausto.
    In: Advances in Decision Sciences.
    RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

    Full description at Econpapers || Download paper

  8. Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan.
    In: Papers.
    RePEc:arx:papers:1912.12527.

    Full description at Econpapers || Download paper

  9. Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina.
    In: Papers.
    RePEc:arx:papers:1912.02231.

    Full description at Econpapers || Download paper

  10. Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different. (2018). Ricco, Giovanni ; Reichlin, Lucrezia ; Caruso, Alberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1167.

    Full description at Econpapers || Download paper

  11. Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:18-30.

    Full description at Econpapers || Download paper

  12. Monetary policy reaction function pre and post the global financial crisis. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84866.

    Full description at Econpapers || Download paper

  13. Targeting financial stress as opposed to the exchange rate. (2018). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:84865.

    Full description at Econpapers || Download paper

  14. Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:84275.

    Full description at Econpapers || Download paper

  15. Fiscal Multipliers in Russia. (2018). Vlasov, Sergey ; Deryugina, Elena.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2018:i:38:p:104-119.

    Full description at Econpapers || Download paper

  16. Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:282.

    Full description at Econpapers || Download paper

  17. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

    Full description at Econpapers || Download paper

  18. Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

    Full description at Econpapers || Download paper

  19. Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Yazgan, Ege ; Soybilgen, Barış.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

    Full description at Econpapers || Download paper

  20. Inflation as a global phenomenon—Some implications for inflation modeling and forecasting. (2018). Martínez García, Enrique ; Kabukçuoğlu Dur, Ayşe ; Martinez-Garcia, Enrique ; Kabukuolu, Aye.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:87:y:2018:i:c:p:46-73.

    Full description at Econpapers || Download paper

  21. The evolving impact of global, region-specific and country-specific uncertainty. (2018). Musso, Alberto ; mumtaz, haroon.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182147.

    Full description at Econpapers || Download paper

  22. Estimation of the common component in Dynamic Factor Models. (2018). Peña, Daniel ; Sanchez, Daniel Pea ; Navarro, Angela Caro.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:27047.

    Full description at Econpapers || Download paper

  23. An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6818.

    Full description at Econpapers || Download paper

  24. The Estimation of Reaction Functions under Tax Competition. (2018). Rivolta, Giulia ; Panteghini, Paolo ; Miniaci, Raffaele.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6928.

    Full description at Econpapers || Download paper

  25. The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis. (2018). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2018/1.

    Full description at Econpapers || Download paper

  26. Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approac. (2017). и управления Мир экономики, .
    In: Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки.
    RePEc:scn:guhrje:2017_4_04.

    Full description at Econpapers || Download paper

  27. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:845.

    Full description at Econpapers || Download paper

  28. The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis.. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Working Papers.
    RePEc:qmw:qmwecw:820.

    Full description at Econpapers || Download paper

  29. Debt and Stabilization Policy: Evidence from a Euro Area FAVAR. (2017). Zubairy, Sarah ; Owyang, Michael ; Jackson Young, Laura.
    In: Working Papers.
    RePEc:fip:fedlwp:2017-022.

    Full description at Econpapers || Download paper

  30. The Double-Edged Sword of Global Integration: Robustness, Fragility & Contagion in the International Firm Network. (2017). Yung, Julieta ; Grant, Everett.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:313.

    Full description at Econpapers || Download paper

  31. South Africas Financial Spillover Effects on Growth and Financial Development in the Southern African Development Community. (2017). le Roux, Pierre ; Bara, Alex.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-05-48.

    Full description at Econpapers || Download paper

  32. Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

    Full description at Econpapers || Download paper

  33. US financial shocks and the distribution of income and consumption in the UK. (2017). Theodoridis, Konstantinos ; mumtaz, haroon.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2017/18.

    Full description at Econpapers || Download paper

  34. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence. (2016). Vahey, Shaun ; Smith, Michael.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434.

    Full description at Econpapers || Download paper

  35. Макроэкономическое прогнозирование с помощью BVAR Литтермана. (2016). МАЛАХОВСКАЯ ОКСАНА АНАТОЛЬ, ; ДЕМЕШЕВ БОРИС БОРИСОВИЧ, .
    In: Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики.
    RePEc:scn:025886:16949947.

    Full description at Econpapers || Download paper

  36. Identifying Demand Effects in a Large Network of Product Categories. (2016). Wilms, Ines ; Gelper, Sarah ; Croux, Christophe.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:92:y:2016:i:1:p:25-39.

    Full description at Econpapers || Download paper

  37. The impact of brand familiarity on online and offline media synergy. (2016). Srinivasan, Shuba ; Pauwels, Koen ; Yildirim, Gokhan ; Demirci, Ceren.
    In: International Journal of Research in Marketing.
    RePEc:eee:ijrema:v:33:y:2016:i:4:p:739-753.

    Full description at Econpapers || Download paper

  38. The Credibility of Hong Kongs Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities. (2016). Funke, Michael ; Blagov, Boris.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:6:p:895-914.

    Full description at Econpapers || Download paper

  39. Neutral technology shocks and employment dynamics: results based on an RBC identification scheme. (2012). Zanetti, Francesco ; mumtaz, haroon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0453.

    Full description at Econpapers || Download paper

  40. Does Inflation Adjust Faster to Aggregate Technology Shocks than to Monetary Policy Shocks?. (2011). Paciello, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0917.

    Full description at Econpapers || Download paper

  41. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

    Full description at Econpapers || Download paper

  42. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

    Full description at Econpapers || Download paper

  43. Monetary Policy, Capital Inflows, and the Housing Boom. (2011). Wieladek, Tomasz ; Sa, Filipa.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1141.

    Full description at Econpapers || Download paper

  44. Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics. (2010). Miller, Stephen ; GUPTA, RANGAN ; van Wyk, Dylan .
    In: Working papers.
    RePEc:uct:uconnp:2010-06.

    Full description at Econpapers || Download paper

  45. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

    Full description at Econpapers || Download paper

  46. The effect of monetary policy on real house price growth in South Africa: A factor-augmented vector autoregression (FAVAR) approach. (2010). Kabundi, Alain ; Jurgilas, Marius ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:315-323.

    Full description at Econpapers || Download paper

  47. Monetary policy, capital inflows and the housing boom. (2010). Wieladek, Tomasz ; Sa, Filipa.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0405.

    Full description at Econpapers || Download paper

  48. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

    Full description at Econpapers || Download paper

  49. The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach. (2009). Kabundi, Alain ; GUPTA, RANGAN.
    In: EcoMod2009.
    RePEc:ekd:000215:21500048.

    Full description at Econpapers || Download paper

  50. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7446.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-03 21:20:01 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.