Model-Based Globally-Consistent Risk Assessment /
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...
Glavni avtor: | Andrle, Michal |
---|---|
Drugi avtorji: | Hunt, Benjamin |
Format: | Revija |
Jezik: | English |
Izdano: |
Washington, D.C. :
International Monetary Fund,
2020.
|
Serija: | IMF Working Papers; Working Paper ;
No. 2020/064 |
Teme: | |
Online dostop: | Full text available on IMF |
Podobne knjige/članki
-
The Flexible System of Global Models : FSGM /
od: Andrle, Michal
Izdano: (2015) -
A Model-Based Analysis of Spillovers : The Case of Poland and the Euro Area /
od: Andrle, Michal
Izdano: (2014) -
Banks in The Global Integrated Monetary and Fiscal Model /
od: Andrle, Michal
Izdano: (2015) -
Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting /
od: Jobst, Andreas
Izdano: (2007) -
Assessing House Prices in Canada /
od: Andrle, Michal
Izdano: (2019)