Nowcasting tail risk to economic activity at a weekly frequency
Author:
Affiliation:
1. Queen Mary University of London London UK
2. University of Bologna Bologna Italy
3. Federal Reserve Bank of Cleveland Cleveland Ohio USA
4. Bocconi University, CEPR, IGIER, BIDSA, and BAFFI Milan Italy
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2903
Reference49 articles.
1. Density Forecasts With Midas Models
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4. The term structure of growth‐at‐risk;Adrian T.;American Economic Journal: Macroeconomics,2020
5. Should Macroeconomic Forecasters Use Daily Financial Data and How?
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