Global modelling and other applications
This chapter describes some recent extensions of the model and some other applications. These include an introduction to the development of a model of the global macroeconomy using the long-run structural modelling approach; the application of the global model to the analysis of credit risk; the description of a monthly version of the UK model; and an analysis of financial distress in the UK financial sector.
Keywords: global VAR, credit risk, monthly model, financial distress
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