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November 10, 2011

The potential of a small model

Publication

This CPB Discussion Paper highlights potential uses of simple, small models where large traditional models are less flexible.

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October 3, 2008

Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts

Publication

We compare the accuracy of our published GDP growth forecasts from our large macro model, SAFFIER, to those produced by VAR based models using both classical and Bayesian estimation techniques.