Systemic Risks and the Macroeconomy

WP/10/29

Systemic Risks and the Macroeconomy
This paper presents a modeling framework that delivers joint forecasts of indicators of systemic real risk and systemic financial risk, as well as stress-tests of these indicators as impulse responses to structural shocks identified by standard macroeconomic and banking theory. This framework is implemented using large sets of quarterly time series READ MORE...

Publication date: February 2010
ISBN 9781451962567
$18.00

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Publication date: February 2010

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Publication date: February 2010

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