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文章基本信息

  • 标题:Structural Models in Real Time
  • 本地全文:下载
  • 作者:Benes ; Jaromir | Clinton ; Kevin | Johnson
  • 期刊名称:International Monetary Fund Survey
  • 印刷版ISSN:0047-083X
  • 出版年度:2010
  • 期号:Mar
  • 出版社:International Monetary Fund
  • 摘要:

    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 predictions can be up-weighted or down-weighted on a case-by-case basis. We illustrate the approach using a small quarterly structural and real-time data for the United States

  • 关键词:High frequency indicators ; Monetary Policy ; Forecasting
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