Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/100838
Authors: 
Del Negro, Marco
Schorfheide, Frank
Year of Publication: 
2002
Series/Report no.: 
Working Paper, Federal Reserve Bank of Atlanta 2002-14
Abstract: 
This paper uses a simple New Keynesian monetary DSGE model as a prior for a vector autoregression and shows that the resulting model is competitive with standard benchmarks in terms of forecasting and can be used for policy analysis.
Subjects: 
Forecasting
Vector autoregression
Document Type: 
Working Paper

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