akhtarshahnawaz / gar-connectedness-a-networks-approach
We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a popular area of discussion in recent years. Even more recently, it has been increasingly imperative to acknowledge GDP downside risk from the lower quantiles of its conditional distribution. Utilizing methods intr…
☆8Updated 4 years ago
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