IMF working paper formulates new forecasting framework


In a paper titled ‘Systemic Real and Financial Risks: Measurement, Forecasting and Stress Testing', authors Gianni De Nicoló and Marcella Lucchetta formulate a different forecasting framework.

The new model delivers forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial health; and stress tests as measures of the dynamics of responses of systemic risk indicators to structural shocks identified by standard

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected].com to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: