Search Results

No results found.

(refine search)
SORT BY: PREVIOUS / NEXT
Author:Wang, Zhenting 

Working Paper
Accounting for the Sources of Macroeconomic Tail Risks

Using a multi-industry real business cycle model, we empirically examine the microeconomic origins of aggregate tail risks. Our model, estimated using industry-level data from 1972 to 2016, indicates that industry-specific shocks account for most of the third and fourth moments of GDP growth.
Working Papers , Paper 18-8

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

D5 1 items

E2 1 items

E3 1 items

FILTER BY Keywords

PREVIOUS / NEXT