Accounting for the sources of macroeconomic tail risks

DOI10.1016/J.ECONLET.2018.01.032MaRDI QIDQ1787430zbMATH OpenOpenAlexFDO

Authors Enghin Atalay, Thorsten Drautzburg, Zhenting Wang

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2018/wp18-08.pdf

zbMATH Keywords

business cyclesproduction networkstail risk

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• The macroeconomic effects of uncertainty shocks: the role of the financial channel
• The Granular Origins of Aggregate Fluctuations
• Sources of macroeconomic fluctuations: a regime-switching DSGE approach
• Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach
• Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution

Cited in

(4)

• Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution
• Industries on the edge: the most exposed sectors to microeconomic shocks
• Tail risk in production networks
• Assessing time-varying risk in China's GDP growth

This page was built for publication: Accounting for the sources of macroeconomic tail risks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1787430)