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
|
|---|---|
| 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