Financial Conditions and U.S. Macro Tail Risk
Adding financial conditions to macro forecasts raises recession tail probabilities and lowers growth quantiles, though out-of-sample forecast improvement is inconsistent.
Featured in No. 138 on 6 Nov 2026 · 11 days after release
- Released
- 26 Oct 2026
- First featured
- No. 138 · 6 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- RePEc:ris:crcrmw:023696
- Authors
- Larissa Nawo
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).