Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting Tail Risks of Monthly Us GDP
This paper proposes a novel mixed-frequency quantile vector autoregression (MF-QVAR) model that uses a #bayesian framework and...
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Rechercher
1 déc. 2022
The economic impact of conflict-related and policy uncertainty shocks: the case of Russia
"We show that negative shocks to the selected indicators lead to economic slowdown, with a persistent drop in GDP growth and a...
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