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Publications by Maxym Kryshko

Data-Rich DSGE and Dynamic Factor Models

IMF Working Papers

English

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Dynamic Specification Tests for Dynamic Factor Models

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Perspectival Representation in DSGE Models

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DSGE Models With Student-tErrors

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Bayesian Estimation of DSGE Models

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Bayesian Estimation of DSGE Models

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Solution-Driven Specification of DSGE Models

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Marginalized Predictive Likelihood Comparisons of Linear Gaussian State-Space Models With Applications to DSGE, DSGE-VAR, and VAR Models

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Evaluating Point and Density Forecasts of DSGE Models

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Proxy VAR Models in a Data-Rich Environment

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