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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Ando, Sakai
מחברים אחרים: Kim, Taehoon.
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2022.
סדרה:IMF Working Papers; Working Paper ; No. 2022/110
נושאים:
גישה מקוונת:Full text available on IMF