A Toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies.

A Toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies.

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Bibliographic Details
Author / Creator:Arbatli, Elif, author.
Imprint:Washington : International Monetary Fund Jan. 2012.
Description:1 online resource
Language:English
Subject:
Risk assessment -- Econometric models.
Fiscal policy -- Econometric models.
Debts, Public -- Econometric models.
Debts, Public -- Econometric models.
Fiscal policy -- Econometric models.
Risk assessment -- Econometric models.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12504874
Hidden Bibliographic Details
Other authors / contributors:Alper, C. Emre, author.
Jonas, Jiri, author.
ISBN:9781463931162
1463931166
Summary:Annotation This paper presents a range of tools and indicators for analyzing fiscal vulnerabilities and risks for advanced economies. the analysis covers key short-, medium- and long-term dimensions. Short-term pressures are captured by assessing (i) gross funding needs, (ii) market perceptions of default risk, and (iii) stress dependence among sovereigns. Medium- and long-term pressures are summarized by (iv) medium- and long-term budgetary adjustment needs, (v) susceptibility of debt projections to growth and interest rate shocks, and (vi) stochastic risks to medium-term debt dynamics. Aiming to cover a wide range of advanced economies and minimize data lags, has also influenced the selection of empirical methods. Due to these features, they can, for example, help inform the joint IMF-FSB Early Warning Exercise (EWE) on the fiscal dimensions of economic risks.

MARC

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520 8 |a Annotation  |b This paper presents a range of tools and indicators for analyzing fiscal vulnerabilities and risks for advanced economies. the analysis covers key short-, medium- and long-term dimensions. Short-term pressures are captured by assessing (i) gross funding needs, (ii) market perceptions of default risk, and (iii) stress dependence among sovereigns. Medium- and long-term pressures are summarized by (iv) medium- and long-term budgetary adjustment needs, (v) susceptibility of debt projections to growth and interest rate shocks, and (vi) stochastic risks to medium-term debt dynamics. Aiming to cover a wide range of advanced economies and minimize data lags, has also influenced the selection of empirical methods. Due to these features, they can, for example, help inform the joint IMF-FSB Early Warning Exercise (EWE) on the fiscal dimensions of economic risks. 
505 0 |a Cover; Contents; I. Introduction; II. Fiscal Vulnerabilities and Risks: Dimensions, Indicators and Analytical Tools; A. Short-Term Pressures: Gross Funding Needs, Market Perceptions, and Susceptibility to Spillovers; B. Medium- and Long-Run Pressures and Susceptibility to Shocks; III. An Illustrative Application of the Methods, Tools, and Indicators; Figures; 1. Illustrative Stochastic Debt Projections; A. Gross Funding Needs, Market Perceptions, and Susceptibility to Spillovers; 2. Indicators of Fiscal Vulnerabilities and Risks-Funding Needs and Market Perceptions. 
505 8 |a B. Medium- and Long-Run Pressures and Susceptibility to Shocks3. Indicators of Fiscal Vulnerabilities and Risks-Focusing on the Medium and Long Run; C. Bringing the Indicators Together; IV. Conclusions and Ways Forward; Appendix: Technical Aspects of the Vulnerability and Risk Assessment Tools; A. Data Sources; B. Distress Dependence Among Sovereigns; C. Medium- and Long-Term Adjustment Needs to Ensure Fiscal Sustainability; D. Vulnerabilities to Adverse Growth and Interest Rate Shocks; E. Stochastic Simulations: Medium-Term Risks to Public Debt Trajectories; References. 
650 0 |a Risk assessment  |x Econometric models. 
650 0 |a Fiscal policy  |x Econometric models. 
650 0 |a Debts, Public  |x Econometric models. 
650 6 |a Évaluation du risque  |x Modèles économétriques. 
650 6 |a Politique fiscale  |x Modèles économétriques. 
650 6 |a Dettes publiques  |x Modèles économétriques. 
650 7 |a Debts, Public  |x Econometric models.  |2 fast  |0 (OCoLC)fst00888859 
650 7 |a Fiscal policy  |x Econometric models.  |2 fast  |0 (OCoLC)fst00925810 
650 7 |a Risk assessment  |x Econometric models.  |2 fast  |0 (OCoLC)fst01098150 
655 4 |a Electronic books. 
700 1 |a Alper, C. Emre,  |e author. 
700 1 |a Jonas, Jiri,  |e author. 
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