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Macroeconomic model reference

Threshold VAR Model

VAR with regime-dependent dynamics, where impulse responses change after a threshold variable crosses a specified boundary.

Empirical forecasting models · Model choice

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Concepts, data, and nearby models

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Concepts

Output and incomeBusiness cyclesPrices and inflationReal and nominal

Indicators

Real GDPgdp.realHeadline CPIprices.cpi.headlineUnemployment ratelabor.unemployment.ratePolicy ratemoney.policy_rate

Policy

Monetary policyFiscal policy

Nearby models

ARIMAVARDynamic factor model