Systemic Risk, Aggregate Demand, and Commodity Prices /
The paper presents a global model with systemic and country risks, as well as commodity prices.We show that systemic risk shocks have an important impact on world economic activity, with the busts in world output gap corresponding to unobserved systemic risk associated with major financial events. I...
| Հիմնական հեղինակ: | |
|---|---|
| Այլ հեղինակներ: | , |
| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2015.
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| Շարք: | IMF Working Papers; Working Paper ;
No. 2015/165 |
| Առցանց հասանելիություն: | Full text available on IMF |