Ossandon Busch, Matias; Sánchez-Martínez, Manuel; … - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-21
This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible analytical tool for policymakers and researchers aiming to use the GaR approach to characterize the probability density of GDP growth conditional on domestic and international...