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...

Полное описание

Библиографические подробности
Главный автор: Clinton, Kevin
Другие авторы: Benes, Jaromir, Johnson, Marianne, Laxton, Douglas
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2010.
Серии:IMF Working Papers; Working Paper ; No. 2010/056
Online-ссылка:Full text available on IMF