The effects of monetary policy on macroeconomic risk
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DOI: 10.1016/j.euroecorev.2024.104789
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Cited by:
- Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.
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More about this item
Keywords
Macroeconomic risk; Uncertainty; Skewness; Forecast distribution; SVAR; Credit spreads shocks; Monetary policy shocks; Quantile regressions;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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