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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Caselli, Francesca
अन्य लेखक: Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2020.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2020/078
विषय:
ऑनलाइन पहुंच:Full text available on IMF