Nowcasting tail risk to economic activity at a weekly frequency
Year of publication: |
2022
|
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Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 37.2022, 5, p. 843-866
|
Subject: | forecasting | mixed frequency | pandemics | quantile regression | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Coronavirus | Frühindikator | Leading indicator | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Epidemie | Epidemic | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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