Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Pablo A. Guerrón Quintana, Alexey Khazanov, Molin Zhong
| Year of publication: |
April 26, 2023
|
|---|---|
| Authors: | Guerrón-Quintana, Pablo A. ; Khazanov, Alexey ; Zhong, Molin |
| Publisher: |
Washington, D.C. : Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board |
| Subject: | Interest rates | effective lower bound | credit cycle | asymmetric dynamics | predictive distributions | tail risk | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Konjunktur | Business cycle | Volatilität | Volatility | Zins | Interest rate |
freely available