RePEcEconometrics & Forecasting
Multivariate Economic Tail Risk and Scenario Analysis using the survey of Professional Forecasters
Incorporating professional forecasts into GARCH models improves predictions of joint tail risks for growth, inflation, and unemployment, enabling better scenario-based risk assessment.
Featured in No. 139 on 13 Nov 2026 · 4 days after release
- Released
- 9 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:awi:wpaper:0771
- Authors
- Manuel Schick and Anne Opschoor
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).