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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Bibliografiske detaljer
Hovedforfatter: Ando, Sakai
Andre forfattere: Kim, Taehoon.
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2022.
Serier:IMF Working Papers; Working Paper ; No. 2022/110
Fag:
Online adgang:Full text available on IMF