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financial stability, GDP-at-Risk, macroprudential policy, quantile regressions, local projections
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Financial stress index, AUROC, GARCH, threshold VAR
Factor models, FAVAR, latent threshold, MCMC, interpretation of latent factors, shrinkage estimation
technology news shocks, business cycle, patent applications, SVAR-IV
Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks
Macroeconomic tail events, nonlinear VARs, generalised impulse response functions, density forecasts
political risk shocks, partisan conflict, identification with external instruments
solvency, funding cost, leverage ratio, CDS premia, panel threshold model, panel smooth
non-linear panel data model, cross-sectional dependence, common correlated effects estimator
Predictive regressions, many predictors, cost-of-error function, latent variables, volatility
Access to finance, expenditure, Income, real-time indicators
benefits, Earnings, Heterogeneity, Income, Pandemic, spending