Reassessing growth vulnerability
Year of publication: |
2024
|
---|---|
Authors: | Cho, Dooyeon ; Rho, Seunghwa |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 1, p. 225-234
|
Subject: | growth vulnerability | IVX filtering | persistent predictors | predictive quantile regression | weighted estimator | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Schätztheorie | Estimation theory |
-
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu, (2020)
-
A new robust inference for predictive quantile regression
Cai, Zongwu, (2023)
-
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung, (2016)
- More ...
-
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Baillie, Richard T., (2019)
-
Long memory, realized volatility and HAR models
Baillie, Richard, (2019)
-
Time variation in the persistence of unemployment over the past century
Cho, Dooyeon, (2019)
- More ...