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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書目詳細資料
主要作者: Ando, Sakai
其他作者: Kim, Taehoon.
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2022.
叢編:IMF Working Papers; Working Paper ; No. 2022/110
主題:
在線閱讀:Full text available on IMF