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
Zdroj: Working Paper Series (Federal Reserve Bank of Cleveland). 4/11/2023, preceding p1-67. 68p.
Databáze: Business Source Ultimate