Risk shocks with time-varying higher moments
Year of publication: |
2019
|
---|---|
Authors: | Dorofeenko, Victor ; Lee, Gabriel ; Salyer, Kevin ; Strobel, Johannes |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 24.2019, 2
|
Publisher: |
De Gruyter |
Subject: | bankruptcy rate | Bayesian analysis | DSGE models | mixture models | time-varying uncertainty |
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