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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Detalles Bibliográficos
Autor principal: Ando, Sakai
Otros Autores: Kim, Taehoon.
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2022.
Colección:IMF Working Papers; Working Paper ; No. 2022/110
Materias:
Acceso en línea:Full text available on IMF