Assessing Fiscal Sustainability Under Uncertainity /

Assessing Fiscal Sustainability Under Uncertainity /

Unlike conventional fiscal sustainability assessments, the Value-at-Risk approach developed in this paper explicitly captures the contribution of key risk variables to public sector vulnerability. In an illustrative application to Ecuador, the VaR approach confirms a significant risk of government f...

書誌詳細
第一著者:	Barnhill, Theodore
その他の著者:	Kopits, George
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2003.
シリーズ:	IMF Working Papers; Working Paper ; No. 2003/079
オンライン･アクセス:	Full text available on IMF

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