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...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2012/058 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |