Capturing macro-economic tail risks with Bayesian vector autoregressions
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
| Year of publication: |
2024
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|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of money, credit and banking : JMCB. - Oxford : Wiley-Blackwell, ISSN 1538-4616, ZDB-ID 2010422-4. - Vol. 56.2024, 5, p. 1099-1127
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| Subject: | asymmetries | downside risk | forecasting | VAR-Modell | VAR model | Risiko | Risk | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Theorie | Theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jmcb.13121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015116853