Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing /

Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing /

This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; (b) stress-tests as measures of the dynamics of responses of systemic risk ind...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Lucchetta, Marcella
Rannpháirtithe:	De Nicolo, Gianni
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2012.
Sraith:	IMF Working Papers; Working Paper ; No. 2012/058
Rochtain ar líne:	Full text available on IMF

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