Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution

DOI10.1016/J.ECONLET.2023.110990MaRDI QIDQ2685459zbMATH OpenOpenAlexFDO

Authors Tibor Szendrei, Katalin Varga

Publication date 22 February 2023

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.econlet.2023.110990

zbMATH Keywords

downside riskgrowth-at-riskLassonon-crossing constraintsquantile regression

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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Cites work

• Comparing density forecasts using threshold- and quantile-weighted scoring rules
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Interquantile shrinkage and variable selection in quantile regression
• Noncrossing quantile regression curve estimation
• Quantile factor models
• Regression Quantiles
• Vulnerable growth in the euro area: measuring the financial conditions

Cited in

(2)

• Accounting for the sources of macroeconomic tail risks
• Vulnerable growth in the euro area: measuring the financial conditions

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Uses Software

• ElemStatLearn

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