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...

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Бібліографічні деталі
Автор: Caselli, Francesca
Інші автори: Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2020.
Серія:IMF Working Papers; Working Paper ; No. 2020/078
Предмети:
Онлайн доступ:Full text available on IMF