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November 10, 2011

The potential of a small model


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


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.