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Journals:
Journal of Applied Econometrics
Tags:
Predictive quantile regression
Dooyeon Cho
;
Seunghwa Rho
Reassessing growth vulnerability (replication data)
This paper replicates the results of Adrian et al. (2019) that GDP growth volatility is mainly driven by the lower quantiles of the distribution which is predicted by the...
DOI:10.15456/jae.2023175.1023353913
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