In this paper, we propose a new methodology for modeling credit transition probability matrixes (TPMs) using macroeconomic factors. We use two indicators, which we call bias and inertia, to summarize ...
The most accurate estimation of transition probabilities for a multi-state model of health status requires longitudinal data. However, for many countries such data are usually not available. Instead, ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper presents GMMET, the Global Macroeconomic Model for the Energy Transition, and provides documentation of the ...