Pages that link to "Item:Q5237529"
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The following pages link to Multivariate Quantile Impulse Response Functions (Q5237529):
Displaying 6 items.
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
- Estimating impulse-response functions for macroeconomic models using directional quantiles (Q2151747) (← links)
- Impulse response analysis in conditional quantile models with an application to monetary policy (Q2246585) (← links)
- Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)