IMF Working Papers

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Format: Chicago

Hans Weisfeld, Irineu E de Carvalho Filho, Fabio Comelli, Rahul Giri, Klaus-Peter Hellwig, Chengyu Huang, Fei Liu, Sandra V Lizarazo Ruiz, Alexis Meyer-Cirkel, and Andrea F Presbitero. Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries, (USA: International Monetary Fund, 2020) accessed December 13, 2024

Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.

Summary

In recent years, Fund staff has prepared cross-country analyses of macroeconomic vulnerabilities in low-income countries, focusing on the risk of sharp declines in economic growth and of debt distress. We discuss routes to broadening this focus by adding several macroeconomic and macrofinancial vulnerability concepts. The associated early warning systems draw on advances in predictive modeling.

Subject: Banking crises, Commodity prices, Early warning systems, Economic sectors, Financial crises, Inflation, Prices

Keywords: Banking crises, Commodity prices, Crisis concept, Crisis prediction, Crisis probability, Early warning systems, Global, Inflation, Inflation crisis, LIC inflation trend, Low-income countries, Machine learning, Missed crisis, Stress episode

Publication Details

  • Pages:

    63

  • Volume:

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  • DOI:

    ---

  • Issue:

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  • Series:

    Working Paper No. 2020/289

  • Stock No:

    WPIEA2020289

  • ISBN:

    9781513564609

  • ISSN:

    1018-5941