Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting I...
Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities
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Publisher
London: Palgrave Macmillan UK
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Language
English
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Publisher
London: Palgrave Macmillan UK
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Contents
Forecasting multiple macroeconomic variables with accounting identity restrictions, also known as macroframework, is useful for presenting an internally consistent economic narrative and is widely used in policy institutions. Macroframework forecasting, however, is challenging. Forecasters often have information about only a subset of (known) varia...
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Full title
Systematizing Macroframework Forecasting: High-Dimensional Conditional Forecasting with Accounting Identities
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TN_cdi_crossref_primary_10_1057_s41308_023_00225_8
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1057_s41308_023_00225_8
Other Identifiers
ISSN
2041-4161
E-ISSN
2041-417X
DOI
10.1057/s41308-023-00225-8
