Monday, March 12, 2018

New forecast comparisons to track (US output and inflation)

After wrapping up the previous head-to-head forecast between the NY Fed DSGE model and a model using the information equilibrium framework, I'm starting up a new comparison between their DSGE model and the dynamic information equilibrium model (also shown at the first link and described here).

These are the forecasts for output (4Q growth in RGDP) and inflation (4Q growth in core PCE inflation); I'm showing the 50% and 90% confidence intervals (the original FRB NY graphs show more intervals):

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