Financial conditions and macroeconomic downside risks in the euro area
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DOI: 10.1016/j.euroecorev.2022.104046
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- Lhuissier Stéphane, 2022. "Financial Conditions and Macroeconomic Downside Risks in the Euro Area," Working papers 863, Banque de France.
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More about this item
Keywords
Financial conditions; Downside risks; Predictability; Regime-switching models;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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