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Showing 1 to 1 of 1 for “"Growth-at-Risk"”.
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Three essays in time series analysis
… response functions (QIRFs) and their applications in macroeconomics and finance. We build a multi-equation autoregressive conditional quantile model and propose a new construction of the QIRF. We investigate dynamic QIRFs of the US economy in response to monetary policy and financial shocks, …