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...
Autor principal: | Caselli, Francesca |
---|---|
Altres autors: | Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun |
Format: | Revista |
Idioma: | English |
Publicat: |
Washington, D.C. :
International Monetary Fund,
2020.
|
Col·lecció: | IMF Working Papers; Working Paper ;
No. 2020/078 |
Matèries: | |
Accés en línia: | Full text available on IMF |
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