Skewed SVARs : tracking the structural sources of macroeconomic tail risks
Year of publication: |
2022
|
---|---|
Authors: | Montes-Galdón, Carlos ; Ortega, Eva |
Publisher: |
Madrid : Banco de España |
Subject: | Bayesian SVAR | skewness | growth-at-risk | inflation-at-risk | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Schock | Shock | Bayes-Statistik | Bayesian inference | Theorie | Theory | Risiko | Risk |
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