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Modeling and Forecasting Macroeconomic Downside Risk · Study

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PreprintModeling and Forecasting Macroeconomic Downside Risk

Davide Delle Monache2021

OA

Preprintgreen2021

Modeling and Forecasting Macroeconomic Downside Risk

Davide Delle Monache · Andrea De Polis · Iván Petrella

41 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Economic Theory and Policy Forecasting Techniques and Applications

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 2022TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 2024The macroeconomy as a random forest 2022The extreme risk connectedness of the new financial system: European evidence 2023Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2022Aggregate Skewness and the Business Cycle 2022On the real‐time predictive content of financial condition indices for growth 2022FINANCIAL TECHNOLOGY IMPACT ON STABILITY OF FINANCIAL INSTITUTIONS

Details

Year2021

Typepreprint

Published2021-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.3852363

openalex_workW3049485100

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