The Growth-at-Risk (GaR) Framework: Implication For Ukraine
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Cited by:
- Xu, Qifa & Xu, Mengnan & Jiang, Cuixia & Fu, Weizhong, 2023. "Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China," Economic Systems, Elsevier, vol. 47(4).
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More about this item
Keywords
Quantile regression; economic growth; GDP; principal component analysis; GDP growth distribution;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2021-07-19 (Confederation of Independent States)
- NEP-FDG-2021-07-19 (Financial Development and Growth)
- NEP-MAC-2021-07-19 (Macroeconomics)
- NEP-RMG-2021-07-19 (Risk Management)
- NEP-TRA-2021-07-19 (Transition Economics)
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