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...

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書目詳細資料
主要作者: Andrle, Michal
其他作者: Hunt, Benjamin
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2020.
叢編:IMF Working Papers; Working Paper ; No. 2020/064
主題:
在線閱讀:Full text available on IMF