标题： DSGE预测的信息含量 显示英文标题

标题： Information Content of DSGE Forecasts

摘要： 本文探讨了DSGE模型的预测中是否包含滞后值所包含的信息之外的信息，而滞后值在这些模型中被广泛使用。 检查了四组预测。 对于实际GDP的DSGE预测，结果令人鼓舞。 结果表明，DSGE预测中存在未包含在仅基于滞后值的预测中的信息，而滞后值预测中不存在未包含在DSGE预测中的信息。 对于GDP平减指数的预测则相反。 关键词：DSGE预测，滞后值 JEL分类代码：E10，E17，C53 显示英文摘要

摘要： This paper examines the question whether information is contained in forecasts from DSGE models beyond that contained in lagged values, which are extensively used in the models. Four sets of forecasts are examined. The results are encouraging for DSGE forecasts of real GDP. The results suggest that there is information in the DSGE forecasts not contained in forecasts based only on lagged values and that there is no information in the lagged-value forecasts not contained in the DSGE forecasts. The opposite is true for forecasts of the GDP deflator. Keywords: DSGE forecasts, Lagged values JEL Classification Codes: E10, E17, C53