A Model to Assess the Probabilities of Growth, Fiscal, and Financial Crises /

This paper summarizes a suite of early warning models to assess the probabilities of growth, fiscal, and financial crises in advanced economies and emerging markets. We estimate separate signal-extraction models for each type of crisis and sample of countries, and we use our results to generate ...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Basu, Suman
Kolejni autorzy: Chamon, Marcos, Crowe, Christopher
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2017.
Seria:IMF Working Papers; Working Paper ; No. 2017/282
Dostęp online:Full text available on IMF
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100 1 |a Basu, Suman. 
245 1 2 |a A Model to Assess the Probabilities of Growth, Fiscal, and Financial Crises /  |c Suman Basu, Marcos Chamon, Christopher Crowe. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2017. 
300 |a 1 online resource (42 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper summarizes a suite of early warning models to assess the probabilities of growth, fiscal, and financial crises in advanced economies and emerging markets. We estimate separate signal-extraction models for each type of crisis and sample of countries, and we use our results to generate 'histories of vulnerabilities' for countries, regions, and the world. For the global financial crisis, our models report that vulnerabilities in advanced economies were rooted in the bursting of leveraged bubbles, while vulnerabilities in emerging markets stemmed from lengthy booms in credit and asset prices combined with growing weaknesses in the corporate and external sectors. 
538 |a Mode of access: Internet 
700 1 |a Chamon, Marcos. 
700 1 |a Crowe, Christopher. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2017/282 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2017/282/001.2017.issue-282-en.xml  |z IMF e-Library