Investigating growth-at-risk using a multicountry nonparametric quantile factor model
Todd E. Clark, Florian Huber, Gary Koop, Massimiliano Marcellino, Michael Pfarrhofer
| Year of publication: |
2024
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|---|---|
| Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 4, p. 1302-1317
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| Subject: | Macroeconomic forecasting | Nonparametric regression | Regression trees | Spillovers | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Wirtschaftsprognose | Economic forecast | Spillover-Effekt | Spillover effect | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2310020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533695