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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Ando, Sakai
Awduron Eraill: Kim, Taehoon.
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2022.
Cyfres:IMF Working Papers; Working Paper ; No. 2022/110
Pynciau:
Mynediad Ar-lein:Full text available on IMF