Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
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- Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024. "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers 2403.12456, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-ECM-2023-04-17 (Econometrics)
- NEP-FDG-2023-04-17 (Financial Development and Growth)
- NEP-MAC-2023-04-17 (Macroeconomics)
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