a quantile regression for the period 2005-2017. The results show the differences in the impact of explanatory variables …

fact is significantly different from a firm with modal investment behavior. This study employs a Bayesian quantile … regression model that yields two significant results. First concerning the relative responsiveness of these two neglected factors …

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

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 …