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...

Full description

Bibliographic Details
Main Author: Clinton, Kevin
Other Authors: Benes, Jaromir, Johnson, Marianne, Laxton, Douglas
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/056
Online Access:Full text available on IMF