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...
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| Fformat: | Cylchgrawn |
| Iaith: | English |
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Washington, D.C. :
International Monetary Fund,
2012.
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| Cyfres: | IMF Working Papers; Working Paper ;
No. 2012/058 |
| Mynediad Ar-lein: | Full text available on IMF |