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Expecting the unexpected: Stressed scenarios for economic growth (Replication...
We propose the construction of conditional growth densities under stressed factor scenarios to assess the level of exposure of an economy to small probability but potentially... -
Identifying oil price shocks with global, developed, and emerging latent real...
This is the replication package for the empirical results in "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors" by Antoine...