Structural Models in Real Time /

This paper outlines a simple approach for incorporating extraneous predictions into structural models. The method allows the forecaster to combine predictions derived from any source in a way that is consistent with the underlying structure of the model. The method is flexible enough that prediction...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Clinton, Kevin
Beste egile batzuk: Benes, Jaromir, Johnson, Marianne, Laxton, Douglas
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2010.
Saila:IMF Working Papers; Working Paper ; No. 2010/056
Sarrera elektronikoa:Full text available on IMF
LEADER 01622cas a2200277 a 4500
001 AALejournalIMF006335
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451963625 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Clinton, Kevin. 
245 1 0 |a Structural Models in Real Time /  |c Kevin Clinton, Marianne Johnson, Jaromir Benes, Douglas Laxton. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2010. 
300 |a 1 online resource (35 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper outlines a simple approach for incorporating extraneous predictions into structural models. The method allows the forecaster to combine predictions derived from any source in a way that is consistent with the underlying structure of the model. The method is flexible enough that predictions can be up-weighted or down-weighted on a case-by-case basis. We illustrate the approach using a small quarterly structural and real-time data for the United States. 
538 |a Mode of access: Internet 
700 1 |a Benes, Jaromir. 
700 1 |a Johnson, Marianne. 
700 1 |a Laxton, Douglas. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2010/056 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2010/056/001.2010.issue-056-en.xml  |z IMF e-Library