Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/336349 
Year of Publication: 
2022
Citation: 
[Journal:] Latin American Journal of Central Banking (LAJCB) [ISSN:] 2666-1438 [Volume:] 3 [Issue:] 3 [Article No.:] 100068 [Year:] 2022 [Pages:] 1-21
Publisher: 
Elsevier, Amsterdam
Abstract: 
This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible analytical tool for policymakers and researchers aiming to use the GaR approach to characterize the probability density of GDP growth conditional on domestic and international macrofinancial variables. This article, together with its related online repository, aims to foster an understanding of macrofinancial risk factors both in advanced and emerging economies.
Subjects: 
Economic growth
Financial stability
Growth-at-risk
Quantile regressions
JEL: 
G01
O4
O47
E44
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by-nc-nd Logo
Document Type: 
Article

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