 | What Can We Learn from Financial Stability Reports? Author/Editor: Fabio Comelli, Sumiko Ogawa. Release Date:July, 2021 This paper reviews the approaches to systemic risk analysis in 32 central bank financial stability reports (FSRs). We compare and contrast the systemic risk analysis in FSRs with the IMF Article IV more...
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| Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries Author/Editor: Hans Weisfeld, Irineu E de Carvalho Filho, Fabio Comelli, Rahul Giri, Klaus-Peter Hellwig, Chengyu Huang, Fei Liu, Sandra V Lizarazo Ruiz, Alexis Meyer-Cirkel, Andrea F Presbitero. Release Date: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 more...
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| To Bet or Not to Bet : Copper Price Uncertainty and Investment in Chile Author/Editor: Fabio Comelli, Esther Perez Ruiz. Release Date:November, 2016 A strand of research documents Chile’s copper dependence hence significant exposure to terms of trade shocks. Copper prices’ sharp decline and forecast uncertainty since the end of the commodity more...
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| Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other? Author/Editor: Fabio Comelli. Release Date:June, 2015 We identify episodes of sudden stops in emerging economies and estimate the probability toobserve them. Sudden stops are more likely when global growth falters, risk aversion infinancial markets more...
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| Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies Author/Editor: Fabio Comelli. Release Date:April, 2014 We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency crises in emerging markets (EMs). We look at episodes of currency crises that more...
| Price: $18.00
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| Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies Author/Editor: Fabio Comelli. Release Date:May, 2013 The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market economies more...
| Price: $18.00
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 | Emerging Market Sovereign Bond Spreads: Estimation and Back-testing Author/Editor: Fabio Comelli. Release Date:August, 2012 We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging more...
| Price: $18.00
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