Federal Reserve Bank of Cleveland: 'Incorporating Micro Data Into Macro Models Using Pseudo VARs'
February 17, 2026
February 17, 2026
CLEVELAND, Ohio, Feb. 17 (TNSLrpt) -- The Federal Reserve Bank of Cleveland issued the following white paper (No. WP 26-04) on Feb. 9, 2026 by Gary Koop, Stuart McIntyre, James Mitchell and Ping Wu entitled "Incorporating Micro Data into Macro Models Using Pseudo VARs."
Here is the abstract:
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This paper develops a method to incorporate micro data, available as repeated cross-sections, into macro VAR models to understand the distributional eff . . .
Here is the abstract:
* * *
This paper develops a method to incorporate micro data, available as repeated cross-sections, into macro VAR models to understand the distributional eff . . .