Systematizing Macroframework Forecasting : High-Dimensional Conditional Forecasting with Accounting Identities /

Forecasting a macroframework, which consists of many macroeconomic variables and accounting identities, is widely conducted in the policy arena to present an economic narrative and check its consistency. Such forecasting, however, is challenging because forecasters should extend limited information...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Ando, Sakai
مؤلفون آخرون: Kim, Taehoon.
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2022.
سلاسل:IMF Working Papers; Working Paper ; No. 2022/110
الموضوعات:
الوصول للمادة أونلاين:Full text available on IMF