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...

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Hlavní autor: Clinton, Kevin
Další autoři: Benes, Jaromir, Johnson, Marianne, Laxton, Douglas
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2010.
Edice:IMF Working Papers; Working Paper ; No. 2010/056
On-line přístup:Full text available on IMF