Supplanting the 'Minnesota' prior. Forecasting macroeconomic time series using real business cycle model priors

Keyphrases

• General Equilibrium Model 100%
• Macroeconomic Time Series 100%
• Minnesota Prior 100%
• Model Priors 100%
• Real Business Cycle Model 100%
• Random Walk 50%
• Macroeconomics 50%
• Macroeconomic Variables 50%
• Time Series Forecasting 50%
• Vector Autoregression 50%
• Dynamic General Equilibrium Model 50%
• Coefficient Estimates 50%
• Vector Time Series 50%
• Random Walk Priors 50%
• Autoregressive Coefficients 50%

Economics, Econometrics and Finance

• Macroeconomics 100%
• Time Series 100%
• Real Business Cycle Model 100%
• Equilibrium Model 75%
• General Equilibrium 50%
• Macroeconomic Variable 25%
• Dynamic Equilibrium 25%
• Autoregression 25%