Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries
64 Pages Posted: 26 Jan 2021
Date Written: December 2020
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. We discuss routes to broadening this focus by adding several macroeconomic and macrofinancial vulnerability concepts. The associated early warning systems draw on advances in predictive modeling.
JEL Classification: C53, E52, G01, O11, E32, E31, G32, Q02
Suggested Citation: Suggested Citation
Weisfeld, Hans and de Carvalho Filho, Irineu and Comelli, Fabio and Giri, Rahul and Hellwig, Klaus-Peter and Huang, Chengyu and Liu, Li and Lizarazo Ruiz, Sandra and Mayer Cirkel, Alexis and Presbitero, Andrea, Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries (December 2020). IMF Working Paper No. 2020/289, Available at SSRN: https://ssrn.com/abstract=3772495
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