Model-Based Globally-Consistent Risk Assessment
May 22, 2020
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Summary
Subject: Financial services, Fiscal policy, Interest rate floor, Monetary policy, Production, Production growth, Zero lower bound
Keywords: Distribution, Distribution change, Distribution of shock, DSGE model, DSGE models, Economic policy, Fat tails, Fiscal policy rule, Global, Growth distribution, Headline inflation, Interest rate floor, Model dynamics, Monetary policy, Non-Gaussian, Nonlinear, Normal distribution, Output distribution, Output growth distribution, Predictive density, Predictive distribution, Production growth, Risk assessment, Shock distribution, Skew, WP, Zero lower bound
Publication Details
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Pages:
28
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2020/064
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Stock No:
WPIEA2020064
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ISBN:
9781513536460
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ISSN:
1018-5941
