Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Thomas Hasenzagl"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50c515261ef1e2f71bf9b8a9bd71af99
https://doi.org/10.2139/ssrn.4420562
https://doi.org/10.2139/ssrn.4420562
We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are important: a trend anchored by long-run expectations, a Phillips curve an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7d7748bdcccf6d9944d1e1584ec681c
https://lbsresearch.london.edu/id/eprint/1541/1/aug20.pdf
https://lbsresearch.london.edu/id/eprint/1541/1/aug20.pdf
Publikováno v:
Brookings Papers on Economic Activity
This paper empirically evaluates the potentially nonlinear nexus between financial indicators and the distribution of future GDP growth,\ud using a rich set of macroeconomic and financial variables covering thirteen advanced economies. We evaluate th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::898de1ce11748a5b068fb3ce6e4dca77
http://wrap.warwick.ac.uk/136742/7/WRAP-when-is-growth-at-risk-Ricco-2020.pdf
http://wrap.warwick.ac.uk/136742/7/WRAP-when-is-growth-at-risk-Ricco-2020.pdf
We evaluate the role of financial conditions as predictors of macroeconomic risk first in the quantile regression framework of Adrian et al. (2019b), which allows for non-linearities, and then in a novel linear semi-structural model as proposed by Ha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c44a8f83ffb9c827e547c91feb8b9ff7
https://hal-sciencespo.archives-ouvertes.fr/hal-03403077
https://hal-sciencespo.archives-ouvertes.fr/hal-03403077
Autor:
CARRIERO, ANDREA (AUTHOR) a.carriero@qmul.ac.uk, CLARK, TODD E. (AUTHOR) todd.clark@clev.frb.org, MARCELLINO, MASSIMILIANO (AUTHOR) massimiliano.marcellino@unibocconi.it
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Aug2024, Vol. 56 Issue 5, p1099-1127. 29p.
Autor:
Waugh, Michael E.1 michael.e.waugh@gmail.com
Publikováno v:
Research Department Staff Reports (Federal Reserve Bank of Minneapolis). 2023, Issue 653, p1-70. 70p.
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics.
Autor:
Mitchell, James1 james.mitchell@clev.frb.org, Poon, Aubrey2 aubrey.poon@oru.se, Zhu, Dan3 Dan.Zhu@monash.edu
Publikováno v:
Working Paper Series (Federal Reserve Bank of Cleveland). 4/11/2023, preceding p1-67. 68p.
Autor:
Gottfries, Axel, Jarosch, Gregor
Publikováno v:
NBER Working Papers; Dec2023, Issue 31923-31991, p1-51, 52p
Publikováno v:
Working Paper Series (Federal Reserve Bank of Cleveland). 8/31/2022, p1-34. 35p.