Model-Based Globally-Consistent Risk Assessment /
This paper outlines an approach to assess uncertainty around a forecast baseline as well as the impact of alternative policy rules on macro variability. The approach allows for non-Gaussian shock distributions and non-linear underlying macroeconomic models. Consequently, the resulting distributions...
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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
2020.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2020/064 |
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| Accesso online: | Full text available on IMF |