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...

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Autor principal: Ando, Sakai
Altres autors: Kim, Taehoon.
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2022.
Col·lecció:IMF Working Papers; Working Paper ; No. 2022/110
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Accés en línia:Full text available on IMF