A Growth-at-Risk Model in Slovakia

Marian Vavra ()
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Marian Vavra: National Bank of Slovakia

No WP 7/2024, Working and Discussion Papers from Research Department, National Bank of Slovakia

Abstract: Monitoring financial conditions can provide central banks with valuable information about risks to future GDP growth and other macroeconomic variables. In this paper, we follow the recent literature on growth-at-risk and use a linear quantile regression model to exploit the information content of the financial conditions index for tail-risk forecasting of output growth in Slovakia.

JEL-codes: C15 C22 (search for similar items in EconPapers)
Pages: 46 pages
Date: 2024-10
New Economics Papers: this item is included in nep-ban, nep-fdg and nep-tra
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Persistent link: https://EconPapers.repec.org/RePEc:svk:wpaper:1110

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