Holding the economy by the tail : analysis of short- and long-run macroeconomic risks
| Year of publication: |
2024
|
|---|---|
| Authors: | Franta, Michal ; Libich, Jan |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 4, p. 1443-1489
|
| Subject: | Growth-at-risk | Macro-financial modeling | Macroeconomic policy | Non-normal distribution | Threshold VAR | US output growth | Wirtschaftswachstum | Economic growth | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Makroökonometrie | Macroeconometrics | Wirtschaftspolitik | Economic policy | Statistische Verteilung | Statistical distribution | Bruttoinlandsprodukt | Gross domestic product | Risiko | Risk | Finanzkrise | Financial crisis | Makroökonomik | Macroeconomics |
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