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Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
In: American Economic Review.
RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89.

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  4. Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin.
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  23. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; Gupta, Rangan.
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  24. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian.
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  25. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries. (2021). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang ; Pierdzioch, Christian.
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  28. Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan.
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  31. Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par.
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  32. Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle. (2021). Chari, Anusha ; Forbes, Kristin J ; Stedman, Karlye Dilts.
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  35. Growth at Risk From Climate Change. (2021). Kiley, Michael.
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  36. Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary.
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  37. Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
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  38. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics. (2021). GUPTA, RANGAN ; Ji, Qiang ; Pierdzioch, Christian ; Sheng, Xin.
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  39. Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin.
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  40. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
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  42. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
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  43. Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz.
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  44. Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
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  45. The effectiveness of currency intervention: Evidence from Mongolia. (2021). Pontines, Victor ; Luvsannyam, davaajargal ; Munkhtsetseg, Ulziikhutag ; Atarbaatar, Enkhjin.
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  47. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
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  49. Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna.
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  50. Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis. (2021). Lee, Changhyun ; Kwark, Noh-Sun.
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  51. The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele.
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  56. The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan.
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  58. Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
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  59. High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance. (2021). Gros, Daniel.
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  60. Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade. (2021). Lombardo, G ; Lipiska, A ; Corsetti, G.
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  61. Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko.
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  74. Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin.
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  75. Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei.
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  83. Design of Methods for Long-Term Forecasting of Development Trends in the Russian Economy (Methodology and Model Toolkit). (2020). Beletskii, Yu V ; Treshchina, S V ; Suvorov, N V.
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  84. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
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  88. Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung.
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  90. Quantile Factor Models. (2020). Dolado, Juan J ; Chen, Liang ; Gonzalo, Jesus.
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  91. Predicting Downside Risks to House Prices and Macro-Financial Stability. (2020). Shahid, Sohaib ; Valckx, Nico ; Katagiri, Mitsuru ; Deghi, Andrea.
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