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...

Полное описание

Библиографические подробности
Главный автор: Ando, Sakai
Другие авторы: Kim, Taehoon.
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2022.
Серии:IMF Working Papers; Working Paper ; No. 2022/110
Предметы:
Online-ссылка:Full text available on IMF