Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
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Cites work
- A Bayesian nonparametric approach to inference for quantile regression
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
- APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
- BART: Bayesian additive regression trees
- Bayesian quantile regression
- Comparing density forecasts using threshold- and quantile-weighted scoring rules
- Forecasting the Distribution of Economic Variables in a Data-Rich Environment
- Gibbs sampling methods for Bayesian quantile regression
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- Inference in Bayesian additive vector autoregressive tree models
- Local projections, autocorrelation, and efficiency
- Modeling tail risks of inflation using unobserved component quantile regressions
- Nowcasting in a pandemic using non-parametric mixed frequency VARs
- Panel vector autoregressive models: a survey
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
- Vulnerable growth in the euro area: measuring the financial conditions
Cited in
(6)- The effects of monetary policy on macroeconomic downside risk: state-dependence matters
- Simple macroeconomic forecast distributions for the G7 economies
- Nonparametric mixed frequency monitoring macro-at-risk
- Bayesian additive tree ensembles for composite quantile regressions
- Machine learning the macroeconomic effects of financial shocks
- Bayesian neural networks for macroeconomic analysis
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