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01779cas a2200265 a 4500 |
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AALejournalIMF020808 |
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|c 5.00 USD
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|z 9781513536460
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Andrle, Michal.
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|a Model-Based Globally-Consistent Risk Assessment /
|c Michal Andrle, Benjamin Hunt.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2020.
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| 300 |
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|a 1 online resource (28 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper outlines an approach to assess uncertainty around a forecast baseline as well as the impact of alternative policy rules on macro variability. The approach allows for non-Gaussian shock distributions and non-linear underlying macroeconomic models. Consequently, the resulting distributions for macroeconomic variables can exhibit skewness and fat tails. Several applications are presented that illustrate the practical implementation of the technique including confidence bands around a baseline forecast, the probabilities of global growth falling below a specified threshold, and the impact of alternative fiscal policy reactions functions on macro variability.
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|a Mode of access: Internet
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|a United States
|2 imf
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|a Hunt, Benjamin.
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|a IMF Working Papers; Working Paper ;
|v No. 2020/064
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2020/064/001.2020.issue-064-en.xml
|z IMF e-Library
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