New York Fed blog to make DSGE forecasts public
Central bank will publish five-part series throughout the week
The Federal Reserve Bank of New York will lift the lid on its dynamic stochastic general equilibrium (DSGE) model this week in a series of blog posts on Liberty Street Economics outlining how it is used to forecast the US economy.
One of the highlights of the series will see the central bank publish the forecasts produced by the model in real time since 2010, which have not previously been made public.
The authors of the series – six members of the New York Fed's research and statistics group –
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