Predictive Density Aggregation : A Model for Global GDP Growth /

In this paper we propose a novel approach to obtain the predictive density of global GDP growth. It hinges upon a bottom-up probabilistic model that estimates and combines single countries' predictive GDP growth densities, taking into account cross-country interdependencies. Speci?cally, we mod...

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Detalhes bibliográficos
Autor principal: Caselli, Francesca
Outros Autores: Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2020.
coleção:IMF Working Papers; Working Paper ; No. 2020/078
Assuntos:
Acesso em linha:Full text available on IMF