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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Bibliografski detalji
Glavni autor: Ando, Sakai
Daljnji autori: Kim, Taehoon.
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2022.
Serija:IMF Working Papers; Working Paper ; No. 2022/110
Teme:
Online pristup:Full text available on IMF