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...
| 第一著者: | |
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| その他の著者: | , , |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2020.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2020/078 |
| 主題: | |
| オンライン･アクセス: | Full text available on IMF |