Priors from General Equilibrium Models for VARS*
用一个简单的新凯恩斯动态随机一般均衡模型作为向量自回归的先验，发现该模型在预测上不输标准基准，还能用于政策分析。
This article uses a simple New Keynesian dynamic stochastic general equilibrium model as a prior for a vector autoregression, and shows that the resulting model is competitive with standard benchmarks in terms of forecasting, and can be used for policy analysis.