Forecasting macroeconomic risks
Patrick A. Adams, Tobias Adrian, Nina Boyarchenko, Domenico Giannone
| Year of publication: |
2021
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|---|---|
| Authors: | Adams, Patrick A. ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 3, p. 1173-1191
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| Subject: | Density forecast | Downside risk | Financial conditions | Growth vulnerability | Quantile regressions | Shortfall | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Risiko | Risk | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Risikomanagement | Risk management | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794835