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...

全面介紹

書目詳細資料
主要作者: Caselli, Francesca
其他作者: Grigoli, Francesco, Lafarguette, Romain, Wang, Changchun
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2020.
叢編:IMF Working Papers; Working Paper ; No. 2020/078
主題:
在線閱讀:Full text available on IMF