Rare shocks vs. non-linearities: What drives extreme events in the economy? : some empirical evidence
Year of publication: |
February 2017
|
---|---|
Authors: | Franta, Michal |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 75.2017, p. 136-157
|
Subject: | Non-linearity | Fat tails | Bayesian VAR | Density forecasting | Schock | Shock | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Wirkungsanalyse | Impact assessment |
-
A severity function approach to scenario selection
Mokinski, Frieder, (2017)
-
Chiu, Ching Wai Jeremy, (2014)
-
Macroeconomic Tail Events with Non-Linear Bayesian VARs
Chiu, Ching-Wai (Jeremy), (2016)
- More ...
-
Evaluating changes in the monetary transmission mechanism in the Czech Republic
Franta, Michal, (2012)
-
Inflation persistence: Is it similar in the new EU member states and the euro area members?
Franta, Michal, (2008)
-
Inflation persistence: euro area and new EU Member States
Franta, Michal, (2007)
- More ...