Estimating growth at risk with skewed stochastic volatility models
Year of publication: |
2022
|
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Authors: | Wolf, Elias |
Publisher: |
Berlin : Freie Universität Berlin, School of Business & Economics |
Subject: | Growth at Risk | Macro Finance | Bayesian Econometrics | Particle Filters |
Series: | Discussion Paper ; 2022/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1788891414 [GVK] hdl:10419/249921 [Handle] RePEc:zbw:fubsbe:20222 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; E32 - Business Fluctuations; Cycles ; E58 - Central Banks and Their Policies ; G01 - Financial Crises |
Source: |
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