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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Detalles Bibliográficos
Autor principal: Lucchetta, Marcella
Otros Autores: De Nicolo, Gianni
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2012.
Colección:IMF Working Papers; Working Paper ; No. 2012/058
Acceso en línea:Full text available on IMF