Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model

Todd E. Clark, Florian Huber, Gary Koop, Massimiliano Marcellino, Michael Pfarrhofer*

*Corresponding author for this work

Research output: Working paper

Original languageEnglish
Volume2110.03411
Publication statusPublished - 8 Oct 2021

Publication series

NamearXiv

Keywords

  • non-parametric regression
  • forecasting
  • regression trees

Fields of Science and Technology Classification 2012

  • 502 Economics

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