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Using the Balance Sheet Approach in Surveillance: Framework, Data Sources, and Data Availability

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  • Mr. Anthony J. Pellechio
  • Mr. Johan Mathisen

Abstract

Recent improvements in statistical methodologies and data availability are facilitating detailed, high-frequency, timely macroeconomic balance sheet analysis. This paper provides practical instruction on how to design the framework to analyze vulnerabilities in a country as well as an overview of data sources that can be employed for this analysis. The paper also discusses how these new datasets are enhancing surveillance activities related to balance sheet vulnerabilities.

Suggested Citation

  • Mr. Anthony J. Pellechio & Mr. Johan Mathisen, 2006. "Using the Balance Sheet Approach in Surveillance: Framework, Data Sources, and Data Availability," IMF Working Papers 2006/100, International Monetary Fund.
    • Handle: RePEc:imf:imfwpa:2006/100
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    Citations

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    Cited by:

    1. Li, Cheng, 2018. "China's household balance sheet: Accounting issues, wealth accumulation, and risk diagnosis," China Economic Review, Elsevier, vol. 51(C), pages 97-112.
    2. Andrew Sheng & Allen Ng, 2008. "The External Wealth of China: An Investigation from the International Balance Sheet Perspective," Working Papers 012008, Hong Kong Institute for Monetary Research.
    3. International Monetary Fund, 2013. "Guatemala: Selected Issues and Analytical Notes," IMF Staff Country Reports 2013/248, International Monetary Fund.
    4. International Monetary Fund, 2015. "Costa Rica: Selected Issues and Analytical Notes," IMF Staff Country Reports 2015/030, International Monetary Fund.
    5. Cussen, Mary, 2017. "Identifying Inter-Sectoral Exposures in Ireland using Network Analysis," Economic Letters 03/EL/17, Central Bank of Ireland.
    6. Fritz, Barbara & Mühlich, Laurissa, 2006. "Regional Monetary Integration among Developing Countries: New Opportunities for Macroeconomic Stability beyond the Theory of Optimum Currency Areas?," GIGA Working Papers 38, GIGA German Institute of Global and Area Studies.
    7. Haim, Yair & Levy, Roee, 2010. "Using the balance sheet approach in financial stability surveillance: Analyzing the Israeli economy's resilience to exchange rate risk," Journal of Financial Stability, Elsevier, vol. 6(2), pages 85-102, June.
    8. Mr. Robert M Heath, 2015. "What has Capital Liberalization Meant for Economic and Financial Statistics," IMF Working Papers 2015/088, International Monetary Fund.
    9. Artak Harutyunyan & Carlos Sánchez Muñoz, 2019. "The IMF balance sheet approach: towards from-whom-to-whom information on cross-border portfolio securities," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    10. Mr. Andreas Billmeier & Mr. Johan Mathisen, 2006. "Analyzing Balance Sheet Vulnerabilities in a Dollarized Economy: The Case of Georgia," IMF Working Papers 2006/173, International Monetary Fund.

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