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July 20, 2021
We describe the Risk-GVAR 1.0, a Global Vector Autoregressive (GVAR) macroeconometric model designed to lend support to the internal stress testing exercises that banks, complying with prudential regulations, perform periodically to assess the adequacy of their current levels of capital.
April 3, 2019
This paper quantifies and analyses the interrelationship between the economic activity (GDP) of each Spanish region in response to the variation in economic activity of the remaining regions and to oil price shocks. The regional GVAR model developed offers great potential for many lines of analysis and the monitoring and projection of regional economic activity.
