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Keywords
Var models; Quantile regression; Skewness; Uncertainty;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-05-10 (Central and Western Asia)
- NEP-ECM-2021-05-10 (Econometrics)
- NEP-MAC-2021-05-10 (Macroeconomics)
- NEP-RMG-2021-05-10 (Risk Management)
Statistics
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