Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Todd Clark, Florian Huber, Gary Koop, Massimiliano Marcellino and Michael Pfarrhofer
| Year of publication: |
24 October 2023
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|---|---|
| Authors: | Clark, Todd E. ; Huber, Florian ; Koop, Gary ; Marcellino, Massimiliano ; Pfarrhofer, Michael |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | macroeconomic forecasting | non-parametric regression | regression trees | spillovers | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Spillover-Effekt | Spillover effect | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis |
Online Resource
| Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP18549 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384414