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 model non-parametrically the contemporaneous... READ MORE...

Publication date: May 2020
ISBN 9781513545653

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Publication date: May 2020