risk-taking for the Vietnamese banking system. We used quantile regression methods on a data set of 30 Vietnamese banks …

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model …

countries over 1997-2018. The study employed a dynamic panel quantile regression and system-GMM specification causality test for …

the period 2006-2020 and a panel quantile regression technique with non-additive fixed effects. The results reveal that …

, an estimation of volatility in the DAX is provided. Such estimation is then plugged into a quantile regression model …

current study enriches the existing literature by employing the panel quantile regression analysis to account for existing …

Quantile regression and quantile treatment effect methods are powerful econometric tools for considering economic … quantile regression for use in research in economic history, review recent quantitive literature in the field, and provide an … and productively apply quantile regression methods. …

This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation … in ation with the ability of quantile regression to model exibly the whole distribution of in ation. In order to make our …-space form of the TVP quantile regression into an equivalent high-dimensional regression form. An application of this methodology …

on the quantile regression methodology, allows for a separate role of push- and pull-type factors, and because it is …