Zobrazeno 1 - 10
of 128
pro vyhledávání: '"Tobias Adrian"'
Publikováno v:
American Economic Journal: Macroeconomics. 14:283-323
We show that the conditional distribution of forecasted GDP growth depends on financial conditions in a panel of 11 advanced economies. Financial conditions have a larger effect on the lower fifth percentile of conditional growth—which we call grow
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::870315643a05d9fd455b4c48b57474bc
https://doi.org/10.1257/mac.20180428
https://doi.org/10.1257/mac.20180428
Autor:
Tobias Adrian
Publikováno v:
Knowable Magazine.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2c067cdfad2cfdcb87a7eea03f02c01
https://doi.org/10.1146/knowable-081822-2
https://doi.org/10.1146/knowable-081822-2
Publikováno v:
International Journal of Forecasting. 37:1173-1191
We construct risks around consensus forecasts of real GDP growth, unemployment, and inflation. We find that risks are time-varying, asymmetric, and partly predictable. Tight financial conditions forecast downside growth risk, upside unemployment risk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4eaa5495fe033676b37664d4df92cb58
https://doi.org/10.1016/j.ijforecast.2021.01.003
https://doi.org/10.1016/j.ijforecast.2021.01.003
Publikováno v:
International Economic Review. 62:861-886
We estimate the evolution of the conditional joint distribution of economic and financial conditions. Although the joint distribution is approximately Gaussian during normal periods, sharp tightenings of financial conditions lead to the emergence of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::191e9067ce7f9a339fd287bcdac0892e
https://doi.org/10.1111/iere.12501
https://doi.org/10.1111/iere.12501
Publikováno v:
Fintech Notes. 2023:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37ce7508bc6a9750dbda59bb00d7ff1a
https://doi.org/10.5089/9798400227073.063
https://doi.org/10.5089/9798400227073.063
Autor:
Tobias Adrian
Publikováno v:
Knowable Magazine.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afd0fc25b4fd097f9fc554c80d31a6a2
https://doi.org/10.1146/knowable-032922-1
https://doi.org/10.1146/knowable-032922-1
Publikováno v:
AEA Papers and Proceedings. 110:470-476
We present a New Keynesian model with endogenous risk. The conditional output gap volatility depends on the price of risk, giving rise to a vulnerability channel of monetary policy. Lower interest rates not only shift consumption intertemporally but
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34d9189e464c164c136f572f1448406b
https://doi.org/10.1257/pandp.20201023
https://doi.org/10.1257/pandp.20201023
Autor:
Tobias Adrian, Nina Boyarchenko, Domenico Giannone, Ananthakrishnan Prasad, Dulani Seneviratne, Yanzhe Xiao
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e378426a1b324bd06617401005f44c72
https://doi.org/10.2139/ssrn.4213744
https://doi.org/10.2139/ssrn.4213744
Publikováno v:
IMF Working Papers. 2022:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b1a1a420bf1f74fe84af3dfa662b18e
https://doi.org/10.5089/9798400223532.001
https://doi.org/10.5089/9798400223532.001