The Term Structure of Growth-at-Risk /
Using panel quantile regressions for 11 advanced and 10 emerging market economies, we show that the conditional distribution of GDP growth depends on financial conditions, with growth-at-risk (GaR)-defined as growth at the lower 5th percentile-more responsive than the median or upper percentiles. In...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | , , |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2018/180 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |