@article{Investigation:910,
      recid = {910},
      author = {Moran, Kevin and Dolar, Veronika},
      title = {Estimated DGE Models and Forecasting Accuracy: A  Preliminary Investigation with Canadian Data},
      publisher = {Bank of Canada},
      address = {2002},
      pages = {1 online resource (vi, 31 pages)},
      abstract = {This paper applies the hybrid dynamic general-equilibrium,  vector autoregressive (DGE-VAR) model developed by Ireland  (1999) to Canadian time series. It presents the first  Canadian evidence that a hybrid DGE-VAR model may have  better out-of-sample forecasting accuracy than a simple,  structure-free VAR model. The evidence suggests that  estimated DGE models have the potential to add good  forecasting ability to their natural strength of adding  structure to an economic model.},
      url = {http://www.oar-rao.bank-banque-canada.ca/record/910},
      doi = {https://doi.org/10.34989/swp-2002-18},
}