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Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries

Author

Listed:
  • Hans Weisfeld
  • Mr. Irineu E de Carvalho Filho
  • Mr. Fabio Comelli
  • Rahul Giri
  • Klaus-Peter Hellwig
  • Chengyu Huang
  • Fei Liu
  • Mrs. Sandra V Lizarazo Ruiz
  • Alexis Meyer-Cirkel
  • Mr. Andrea F Presbitero

Abstract

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 distress. We discuss routes to broadening this focus by adding several macroeconomic and macrofinancial vulnerability concepts. The associated early warning systems draw on advances in predictive modeling.

Suggested Citation

  • Hans Weisfeld & Mr. Irineu E de Carvalho Filho & Mr. Fabio Comelli & Rahul Giri & Klaus-Peter Hellwig & Chengyu Huang & Fei Liu & Mrs. Sandra V Lizarazo Ruiz & Alexis Meyer-Cirkel & Mr. Andrea F Presb, 2020. "Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries," IMF Working Papers 2020/289, International Monetary Fund.
    • Handle: RePEc:imf:imfwpa:2020/289
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    Keywords

    Early warning systems; crisis prediction; machine learning; low-income countries; inflation crisis; stress episode; crisis concept; crisis probability; missed crisis; LIC inflation trend; Inflation; Banking crises; Commodity prices; Global;
    All these keywords.

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