Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/100838 
Year of Publication: 
2002
Series/Report no.: 
Working Paper No. 2002-14
Publisher: 
Federal Reserve Bank of Atlanta, Atlanta, GA
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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