Mixed-frequency Growth-at-Risk with the MIDAS-QR method : evidence from China
Qifa Xu, Mengnan Xu, Cuixia Jiang, Weizhong Fu
| Year of publication: |
2023
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|---|---|
| Authors: | Xu, Qifa ; Xu, Mengnan ; Jiang, Cuixia ; Fu, Weizhong |
| Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 47.2023, 4, p. 1-12
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| Subject: | Conditional density | Growth-at-Risk | MIDAS-QR | Skewed -distribution | China | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2023.101131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483068