Growth in Stress Working Papers

authors

GONZALEZ RIVERA, MARIA GLORIA
RUIZ ORTEGA, ESTHER
VICENTE MALDONADO, JAVIER DE

publication date

2018

series title

UC3M Working Papers. Statistics and Econometrics

full text

http://hdl.handle.net/10016/26623

series number

18-01

keywords

business cycle; dynamic factor model; factor uncertainty; predictive regressions; principal components; quantile regressions; stress index; value in stress