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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Caselli, Francesca
Rannpháirtithe: Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2020.
Sraith:IMF Working Papers; Working Paper ; No. 2020/078
Ábhair:
Rochtain ar líne:Full text available on IMF