English, Article, Journal or magazine article edition: Forecast with judgment and models Francesca Monti

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Bookmark: http://trove.nla.gov.au/version/18018
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Forecast with judgment and models
Author
  • Francesca Monti
Physical Description
  • preprint
Notes
  • This paper proposes a simple and model-consistent method for combining forecasts generated by structural micro-founded models and judgmental forecasts. The method also enables the judgmental forecasts to be interpreted through the lens of the model. We illustrate the proposed methodology with a real-time forecasting exercise, using a simple neo-Keynesian dynamic stochastic general equilibrium model and prediction from the Survey of Professional Forecasters
  • forecasting, judgment, structural models, Kalman Filter, real time
  • RePEc:nbb:reswpp:200812-2
Language
  • English
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