Growth at risk: Methodology and applications in an open-source platform

Matias Ossandon Busch, José Manuel Sánchez-Martínez, Anahí Rodríguez-Martínez, Ricardo Montañez-Enríquez and Serafín Martínez-Jaramillo

Latin American Journal of Central Banking (previously Monetaria), 2022, vol. 3, issue 3

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.

Keywords: Financial stability; Growth-at-risk; Quantile regressions; Economic growth (search for similar items in EconPapers)
JEL-codes: E44 G01 O4 O47 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229

DOI: 10.1016/j.latcb.2022.100068

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