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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Bibliografski detalji
Glavni autor: Andrle, Michal
Daljnji autori: Hunt, Benjamin
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2020.
Serija:IMF Working Papers; Working Paper ; No. 2020/064
Teme:
Online pristup:Full text available on IMF