Macroeconomic tail events with non-linear Bayesian VARs
Ching-Wai (Jeremy) Chiu and Sinem Hacioglu Hoke
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Chiu, Ching Wai Jeremy ; Hacıoǧlu Hoke, Sinem |
| Publisher: |
[London] : Bank of England |
| Subject: | Macroeconomic tail events | nonlinear VARs | generalised impulse response functions | density forecasts | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Schock | Shock | Bayes-Statistik | Bayesian inference | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Makroökonomik | Macroeconomics |