纽约联储-纽约联储 DSGE 模型：疫情后评估（英）-18页

NO.1082TheNewYorkFedDSGEModel:JANUARY2024APost-CovidAssessmentMarcoDelNegroKeshavDograAidanGleichPranayGundamDonggyuLeeRamyaNallamotuBrianPaculaTheNewYorkFedDSGEModel:APost-CovidAssessmentMarcoDelNegro,KeshavDogra,AidanGleich,PranayGundam,DonggyuLee,RamyaNallamotu,andBrianPaculaFederalReserveBankofNewYorkStaffReports,no.1082January2024https://doi.org/10.59576/sr.1082AbstractWedocumentthereal-timeforecastingperformanceforoutputandinflationoftheNewYorkFeddynamicstochasticgeneralequilibrium(DSGE)modelsince2011.WefindtheDSGE'saccuracytobecomparabletothatofprivateforecastersbeforeCovid,butsomewhatworsethereafter.JELclassification:E3,E43,E44,C32,C11,C54Keywords:DSGEmodels,real-timeforecasts,inflation_________________DelNegro,Dogra,Gundam,Lee,Nallamotu,Pacula:FederalReserveBankofNewYork(emails:marco.delnegro@ny.frb.org,keshav.dogra@ny.frb.org,pranay.gundam@ny.frb.org,donggyu.lee@ny.frb.org,ramya.nallomotu@ny.frb.org,brian.pacula@ny.frb.org).Gleich:DukeUniversity(email:aidan.gleich@duke.edu).ThispaperowesmuchtothemanyeconomistsandRAswhowereatsomepointpartoftheNewYorkFedDSGETeam,andinparticulartoWilliamChen,MarcGiannoni,ShlokGoyal,AlissaJohnson,EthanMatlin,RecaSarfati,andAndreaTambalotti.Thispaperpresentspreliminaryfindingsandisbeingdistributedtoeconomistsandotherinterestedreaderssolelytostimulatediscussionandelicitco...