Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries
IMF Working Papers, December 18, 2020
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- Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries
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Bibliographic details
- Authors: Hans Weisfeld, Irineu E de Carvalho Filho, Fabio Comelli, Rahul Giri, Klaus-Peter Hellwig, Chengyu Huang, Fei Liu, Sandra Lizarazo, Alexis Meyer-Cirkel, Andrea F Presbitero
- Published: December 18, 2020
- Series: IMF Working Papers
- DOI: https://doi.org/10.5089/9781513564609.001
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.
- The paper discusses routes to broadening this focus by adding several macroeconomic and macrofinancial vulnerability concepts.
- The associated early warning systems draw on advances in predictive modeling.
Authors and Publication
- By Hans Weisfeld, Irineu E de Carvalho Filho, Fabio Comelli, Rahul Giri, Klaus-Peter Hellwig, Chengyu Huang, Fei Liu, Sandra Valentina Lizarazo, Alexis Meyer-Cirkel, Andrea F Presbitero
- December 18, 2020
- Format cited: IMF Working Papers 2020, 289 (2020)
Subject Areas and Keywords
- 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
Notable Institutional Notes
- 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.
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