Capturing macroeconomic tail risks with bayesian vector autoregressions

Andrea Carriero, Todd Clark and Massimiliano Marcellino

Year of publication:	28 July 2022
Authors:	Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Publisher:	London : Centre for Economic Policy Research
Subject:	Forecasting \| Downside risk \| Asymmetries \| VAR-Modell \| VAR model \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Risiko \| Risk \| Schock \| Shock \| Zeitreihenanalyse \| Time series analysis \| Bayes-Statistik \| Bayesian inference

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