The impact of financial shocks on the forecast distribution of output and inflation
Mario Forni, Luca Gambetti, Nicolo Maffei-Faccioli and Luca Sala
| Year of publication: |
14 April 2023
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| Authors: | Forni, Mario ; Gambetti, Luca ; Maffei-Faccioli, Nicolo ; Sala, Luca |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Tail risk | Uncertainty | Skewness | Forecast distribution | Svars | Financial shocks | Monetary policy shocks | Quantile regression | Schock | Shock | Geldpolitik | Monetary policy | Prognoseverfahren | Forecasting model | Inflation | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Statistische Verteilung | Statistical distribution | Finanzmarkt | Financial market | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product | Bayes-Statistik | Bayesian inference |
Online Resource
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP18076 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014281484