Assessing Macroeconomic Tail Risk
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DOI: 10.17016/FEDS.2019.026
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- Francesca Loria & Christian Matthes & Donghai Zhang, 2019. "Assessing Macroeconomic Tail Risk," Working Paper 19-10, Federal Reserve Bank of Richmond.
References listed on IDEAS
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Cited by:
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions," Working Papers 202002R, Federal Reserve Bank of Cleveland, revised 22 Sep 2020.
- Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020.
"Zombies at Large? Corporate Debt Overhang and the Macroeconomy,"
Staff Reports
951, Federal Reserve Bank of New York.
- Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020. "Zombies at large? Corporate debt overhang and the macroeconomy," ECONtribute Discussion Papers Series 042, University of Bonn and University of Cologne, Germany.
- Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020. "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," NBER Working Papers 28197, National Bureau of Economic Research, Inc.
- Òscar Jordà & Martin Kornejew & Moritz Schularick & Alan M. Taylor, 2020. "Zombies at Large? Corporate Debt Overhang and the Macroeconomy," Working Paper Series 2020-36, Federal Reserve Bank of San Francisco.
- De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
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More about this item
Keywords
Macroeconomic risk; Shocks; Local projections;JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-04-22 (Central Banking)
- NEP-MAC-2019-04-22 (Macroeconomics)
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