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...
| Auteur principal: | |
|---|---|
| Autres auteurs: | , , |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2020.
|
| Collection: | IMF Working Papers; Working Paper ;
No. 2020/078 |
| Sujets: | |
| Accès en ligne: | Full text available on IMF |