Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557)

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Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence
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    Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (English)
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    9 August 2018
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    non-linearity
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    fat tails
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    Bayesian VAR
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    density forecasting
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