The Term Structure of Growth-at-Risk /

The Term Structure of Growth-at-Risk /

Using panel quantile regressions for 11 advanced and 10 emerging market economies, we show that the conditional distribution of GDP growth depends on financial conditions, with growth-at-risk (GaR)-defined as growth at the lower 5th percentile-more responsive than the median or upper percentiles. In...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Adrian, Tobias
Rannpháirtithe:	Grinberg, Federico, Liang, Nellie, Malik, Sheheryar
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2018.
Sraith:	IMF Working Papers; Working Paper ; No. 2018/180
Rochtain ar líne:	Full text available on IMF

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