Assessing time-varying risk in China's GDP growth

DOI10.1016/J.ECONLET.2024.111896MaRDI QIDQ6636897zbMATH OpenFDO

Authors Mengdi Lv, Shoukun Jiao, Shiqi Ye, H. Song, Jiexin Xu, Wuyi Ye

Publication date 12 November 2024

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.111896

zbMATH Keywords

GDP growthimpact factorriskstime-varying distribution

Mathematics Subject Classification ID

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

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Cites work

• Fast estimation of a large TVP-VAR model with score-driven volatilities

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