Monitoring multi-country macroeconomic risk: a quantile factor-augmented vector autoregressive (QFAVAR) approach (Q6969728)
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scientific article; zbMATH DE number 8054495
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| English | Monitoring multi-country macroeconomic risk: a quantile factor-augmented vector autoregressive (QFAVAR) approach |
scientific article; zbMATH DE number 8054495 |
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Monitoring multi-country macroeconomic risk: a quantile factor-augmented vector autoregressive (QFAVAR) approach (English)
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19 June 2025
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quantile VAR
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multivariate quantiles
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MCMC
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dynamic factor model
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