Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557)
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scientific article; zbMATH DE number 6915579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence |
scientific article; zbMATH DE number 6915579 |
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Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (English)
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9 August 2018
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non-linearity
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fat tails
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Bayesian VAR
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density forecasting
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