Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks

DOI10.1016/j.jedc.2024.104871MaRDI QIDQ6572649

Wenting Liao, Sui Luo, Yufan Huang, Jun Ma

Publication date: 16 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

uncertaintyfinancial conditionsmacroeconomic tail risks

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• A macroeconomic model with occasional financial crises
• Regime‐dependent effects of uncertainty shocks: A structural interpretation
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression

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