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Belief shocks and implications of expectations about growth-at-risk (replicat...
Replication files for 'Belief Shocks and Implications of Expectations about Growth-at-Risk" in the Journal of Applied Econometrics by Maximilian Boeck and Michael Pfarrhofer.... -
Nonlinearities in macroeconomic tail risk through the lens of big data quanti...
Modeling and predicting extreme movements in GDP is notoriously difficult and the selection of appropriate covariates and/or possible forms of nonlinearities are key in... -
Nowcasting tail risk to economic activity at a weekly frequency (replication ...
This paper focuses on nowcasts of tail risk to GDP growth, with a potentially wide array of monthly and weekly information used to produce nowcasts on a weekly basis. We...
