Vulnerable growth in the euro area: measuring the financial conditions

DOI10.1016/J.ECONLET.2020.109126zbMath1442.91097OpenAlexW3015376537MaRDI QIDQ777666

Juan Manuel Figueres, Marek Jarociński

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2458~849f0d9847.en.pdf

zbMATH Keywords

quantile regressiondownside riskmacro-financial linkages

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Related Items (1)

Revisiting vulnerable growth in the Euro Area: identifying the role of financial conditions in the distribution

Cites Work

• Regression Quantiles
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution

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