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https://doi.org/10.2139/ssrn.4674557

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inferredcites →https://doi.org/10.1002/jae.2903openalex-extracted
Nowcasting tail risk to economic activity at a weekly frequency
inferredcites →https://doi.org/10.1002/jae.3018openalex-extracted
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
inferredcites →https://doi.org/10.1007/s10693-015-0228-8openalex-extracted
A Top-down Approach to Stress-testing Banks
inferredcites →https://doi.org/10.1016/0169-2070(86)90100-7openalex-extracted
Forecasting with Bayesian vector autoregressions — Five years of experience
inferredcites →https://doi.org/10.1016/j.econlet.2020.109126openalex-extracted
Vulnerable growth in the euro area: Measuring the financial conditions
inferredcites →https://doi.org/10.1016/j.econlet.2021.109884openalex-extracted
What drives bank performance?
inferredcites →https://doi.org/10.1016/j.ijforecast.2013.10.002openalex-extracted
Evaluating early warning indicators of banking crises: Satisfying policy requirements
inferredcites →https://doi.org/10.1016/j.ijforecast.2013.11.003openalex-extracted
Stress-testing US bank holding companies: A dynamic panel quantile regression approach
inferredcites →https://doi.org/10.1016/j.jeconom.2015.02.004openalex-extracted
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
inferredcites →https://doi.org/10.1016/j.jfs.2011.10.003openalex-extracted
Macro stress testing of credit risk focused on the tails
inferredcites →https://doi.org/10.1016/j.jfs.2013.06.001openalex-extracted
Stress-testing macro stress testing: Does it live up to expectations?
inferredcites →https://doi.org/10.1016/j.jfs.2018.08.001openalex-extracted
On the accuracy of alternative approaches for calibrating bank stress test models
inferredcites →https://doi.org/10.1016/j.jfs.2020.100761openalex-extracted
Policy uncertainty and bank stress testing
inferredcites →https://doi.org/10.1016/s0167-7152(01)00124-9openalex-extracted
Bayesian quantile regression
inferredcites →https://doi.org/10.1080/00949655.2010.496117openalex-extracted
Gibbs sampling methods for Bayesian quantile regression
inferredcites →https://doi.org/10.1080/01621459.1995.10476635openalex-extracted
Marginal Likelihood from the Gibbs Output
inferredcites →https://doi.org/10.1080/07350015.2014.937436openalex-extracted
Forecasting the Distribution of Economic Variables in a Data-Rich Environment
inferredcites →https://doi.org/10.1080/07350015.2024.2310020openalex-extracted
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
inferredcites →https://doi.org/10.1080/07474938408800053openalex-extracted
Forecasting and conditional projection using realistic prior distributions
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-extracted
Why You Should Never Use the Hodrick-Prescott Filter
inferredcites →https://doi.org/10.1198/016214508000000337openalex-extracted
The Bayesian Lasso
inferredcites →https://doi.org/10.1201/9781315120256-4openalex-extracted
Bayesian Quantile Regression
inferredcites →https://doi.org/10.1257/aer.20161923openalex-extracted
Vulnerable Growth
inferredcites →https://doi.org/10.1353/eca.2020.0002openalex-extracted
When Is Growth at Risk?
inferredcites →https://doi.org/10.17016/2380-7172.1970openalex-extracted
Measuring the Severity of Stress-Test Scenarios
inferredcites →https://doi.org/10.2139/ssrn.1662628openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2192650openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3489065openalex-extracted
Forecasting and Stress Testing with Quantile Vector Autoregression
inferredcites →https://doi.org/10.2139/ssrn.3766928openalex-extracted
Measuring Systemic Financial Stress and its Impact on the Macroeconomy
inferredcites →https://doi.org/10.2139/ssrn.973989openalex-extracted
Introduction to Applied Stress Testing
inferredcites →https://doi.org/10.2307/1391384openalex-extracted
Forecasting with Bayesian Vector Autoregressions: Five Years of Experience
inferredcites →https://doi.org/10.2307/1913643openalex-extracted
Regression Quantiles
inferredcites →https://doi.org/10.26509/frbc-wp-202225openalex-extracted
Specification Choices in Quantile Regression for Empirical Macroeconomics
inferredcites →https://doi.org/10.3386/w1202openalex-extracted
Forecasting and Conditional Projection Using Realistic Prior Distributions
inferredcites →https://doi.org/10.3386/w26872openalex-extracted
FRED-QD: A Quarterly Database for Macroeconomic Research
inferredcites →https://doi.org/10.3982/ecta15746openalex-extracted
Quantile Factor Models
inferredcites →https://doi.org/10.5089/9781484397015.001openalex-extracted
Growth at Risk: Concept and Application in IMF Country Surveillance
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