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...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Ando, Sakai
Weitere Verfasser: Kim, Taehoon.
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2022.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2022/110
Schlagworte:
Online Zugang:Full text available on IMF