Quantile impulse response analysis with applications in macroeconomics and finance
Year of publication: |
2023
|
---|---|
Authors: | Jung, Whayoung ; Lee, Ji Hyung |
Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 99-131
|
Subject: | Quantile impulse response | growth-at-risk | monetary policy | financial shocks | downside risk | quantile regressions | Schock | Shock | Geldpolitik | Monetary policy | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Makroökonomik | Macroeconomics | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Schätztheorie | Estimation theory |
-
Quantifying financial stability trade-offs for monetary policy : a quantile VAR approach
Chavleishvili, Sulkhan, (2023)
-
Nonlinear transmission of financial shocks : some new evidence
Forni, Mario, (2022)
-
Bacchiocchi, Emanuele, (2018)
- More ...
-
Han, Heejoon, (2019)
-
Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance
Jung, Whayoung, (2022)
-
Han, Heejoon, (2024)
- More ...