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    • Do DSGE models forecast more accurately out-of sample than VAR models? 

      Gürkaynak, Refet S.; Kisacikoǧlu, B.; Rossi, B. (Emerald, 2013)
      Recently, it has been suggested that macroeconomic forecasts from estimated dynamic stochastic general equilibrium (DSGE) models tend to be more accurate out-of-sample than random walk forecasts or Bayesian vector ...