MF-VAR Forecast

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August 2014

MF-VAR Forecast, August 2014

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The Minneapolis Mixed Frequency Vector Autoregression (MF-VAR) model is the most recent in a line of statistical forecasting models that began with research conducted at the Federal Reserve Bank of Minneapolis and the University of Minnesota in the 1970s and early 1980s. Rising computer power led to resurgent interest in these models in the 1990s, which in turn brought about improvements along several dimensions. The current model reflects many of these advances. The model is used by the Minneapolis Policy Group in forecasting and other policy projects. Please note that the forecasts produced by the MF-VAR model do not represent official forecasts of the Minneapolis Fed, its president, the Federal Reserve System, or the FOMC.



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Narayana Kocherlakota