Structural Models in Real Time / Kevin Clinton, Marianne Johnson, Jaromir Benes, Douglas Laxton.
This paper outlines a simple approach for incorporating extraneous predictions into structural models. The method allows the forecaster to combine predictions derived from any source in a way that is consistent with the underlying structure of the model. The method is flexible enough that prediction...
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| Online Access: |
Full Text (via IMF e-Library) |
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| Main Author: | |
| Other Authors: | , , |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Series: | IMF working paper ;
WP/2010/056. |