Macrofinancial Linkages and Growth at Risk in the Dominican Republic /

This paper uses the Growth-at-Risk (GaR) methodology to examine how macrofinancial conditions affect the growth outlook and its probability distribution. Using this approach, we evaluate risks to GDP growth in the Dominican Republic using quarterly data for 1996-2018. We group macrofinancial conditi...

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書目詳細資料
主要作者: Bespalova, Olga
其他作者: Rousset, Marina
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2019.
叢編:IMF Working Papers; Working Paper ; No. 2019/246
主題:
在線閱讀:Full text available on IMF
實物特徵
總結:This paper uses the Growth-at-Risk (GaR) methodology to examine how macrofinancial conditions affect the growth outlook and its probability distribution. Using this approach, we evaluate risks to GDP growth in the Dominican Republic using quarterly data for 1996-2018. We group macrofinancial conditions in five principal determinants, based on 32 indicators. The Dominican Republic's growth distribution appears most vulnerable to negative shocks to domestic financial conditions, domestic leverage, domestic demand, and external demand, with additional repercussions from the external cost of borrowing in the longer run. Our findings show that domestic monetary policy plays a particularly important role in reducing growth vulnerabilities when the economy is weak.
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實物描述:1 online resource (19 pages)
格式:Mode of access: Internet
ISSN:1018-5941
訪問:Electronic access restricted to authorized BRAC University faculty, staff and students