国际货币基金组织:辅助宏框架预测的Python包:概念和示例(英文版)
国际货币基金组织:辅助宏框架预测的Python包:概念和示例(英文版).pdf |
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In forecasting economic time series, statistical models often need to be complemented with a process to impose various constraints in a smooth manner. Systematically imposing constraints and retaining smoothness are important but challenging. Ando (2024) proposes a systematic approach, but a user-friendly package to implement it has not been developed. This paper addresses this gap by introducing a Python package, macroframe-forecast, that allows users to generate forecasts that are both s
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