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...

詳細記述

書誌詳細
第一著者: Ando, Sakai
その他の著者: Kim, Taehoon.
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2022.
シリーズ:IMF Working Papers; Working Paper ; No. 2022/110
主題:
オンライン・アクセス:Full text available on IMF