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

Author

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  • Anthony J. Pellechio
  • 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

  • Anthony J. Pellechio & Johan Mathisen, 2006. "Using the Balance Sheet Approach in Surveillance; Framework, Data Sources, and Data Availability," IMF Working Papers 06/100, International Monetary Fund.
  • Handle: RePEc:imf:imfwpa:06/100
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    References listed on IDEAS

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    1. Guillermo A. Calvo & Carmen M. Reinhart, 2002. "Fear of Floating," The Quarterly Journal of Economics, Oxford University Press, vol. 117(2), pages 379-408.
    2. Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano, 2003. "Debt Intolerance," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(1), pages 1-74.
    3. repec:rus:hseeco:123922 is not listed on IDEAS
    4. Christian B. Mulder & Matthieu Bussière, 1999. "External Vulnerability in Emerging Market Economies; How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion," IMF Working Papers 99/88, International Monetary Fund.
    5. Brad Setser & Nouriel Roubini & Christian Keller & Mark Allen & Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund.
    6. Morris Goldstein & Philip Turner, 2004. "Controlling Currency Mismatches in Emerging Markets," Peterson Institute Press: All Books, Peterson Institute for International Economics, number 373.
    7. Manuel De la Rocha & Roberto Perrelli & Christian B. Mulder, 2002. "The Role of Corporate, Legal and Macroeconomic Balance Sheet Indicators in Crisis Detection and Prevention," IMF Working Papers 02/59, International Monetary Fund.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Cussen, Mary, 2017. "Identifying Inter-Sectoral Exposures in Ireland using Network Analysis," Economic Letters 03/EL/17, Central Bank of Ireland.
    2. Li, Cheng, 2017. "China’s Household Balance Sheet: Accounting Issues, Wealth Accumulation, and Risk Diagnosis," MPRA Paper 79838, University Library of Munich, Germany.
    3. International Monetary Fund, 2013. "Guatemala; Selected Issues and Analytical Notes," IMF Staff Country Reports 13/248, International Monetary Fund.
    4. Barbara Fritz & Laurissa Mühlich, 2006. "Regional Monetary Integration among Developing Countries: New Opportunities for Macroeconomic Stability beyond the Theory of Optimum Currency Areas?," GIGA Working Paper Series 38, GIGA German Institute of Global and Area Studies.
    5. 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.
    6. Andreas Billmeier & Johan Mathisen, 2006. "Analyzing Balance Sheet Vulnerabilities in a Dollarized Economy; The Case of Georgia," IMF Working Papers 06/173, International Monetary Fund.
    7. International Monetary Fund, 2015. "Costa Rica; Selected Issues and Analytical Notes," IMF Staff Country Reports 15/30, International Monetary Fund.

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