Skewed SVARS : tracking the structural sources of macroeconomic tail risks
Year of publication: |
2022
|
---|---|
Authors: | Montes-Galdón, Carlos ; Ortega, Eva |
Published in: |
Essays in honour of Fabio Canova. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-637-0. - 2022, p. 177-210
|
Subject: | Bayesian structural vector autoregressive | skewness | GDP risks | inflation risks | sign restrictions | forecasts | VAR-Modell | VAR model | Schock | Shock | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Inflation | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Risiko | Risk | Konjunktur | Business cycle |
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