Grüneburgplatz 1
Frankfurt am Main, 60323
Germany
Goethe University Frankfurt
Systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
systemic risk, macroprudential regulation, forecasting, growth-at-risk, financial cycles
Firm exit, firm entry, extensive margin, corporate profits, zombification, monetary policy
Model uncertainty, Multivariate stochastic volatility, Dynamic correlations, Monetary policy, Structural VAR
COVID 19, Bayesian vector autoregression, t-distributed errors, stochastic volatility, robust priors
