Macroprudential framework: quantile var forecasting applied to the Portuguese economy
Autor(a) principal: | |
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Data de Publicação: | 2021 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/142254 |
Resumo: | This work project explores the potentialities of Quantile VAR forecasting to study the entire probabilistic distribution of the Portuguese economy, with particular focus on its left tail and associated downside risks. It resorts to Chavleish viliet al. (2019) to confirm the nonlinearities and left tail downside skewness of the portuguese growth distribution, as well as the suitability and usefulness of using this method to enlarge the macroprudential policymaking strategy portfolio. It also compares Portugal’s framework to the original model’s Euro Area’s one and suggests further extensions and paths this field can follow to strengthen Economic’s role on bringing credibility and reform and to stimulate the economy’s underlying growth potential. |
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Macroprudential framework: quantile var forecasting applied to the Portuguese economyGrowthForecastingQuantileMacroeconometricsDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis work project explores the potentialities of Quantile VAR forecasting to study the entire probabilistic distribution of the Portuguese economy, with particular focus on its left tail and associated downside risks. It resorts to Chavleish viliet al. (2019) to confirm the nonlinearities and left tail downside skewness of the portuguese growth distribution, as well as the suitability and usefulness of using this method to enlarge the macroprudential policymaking strategy portfolio. It also compares Portugal’s framework to the original model’s Euro Area’s one and suggests further extensions and paths this field can follow to strengthen Economic’s role on bringing credibility and reform and to stimulate the economy’s underlying growth potential.Rodrigues, Paulo M. M.RUNAguiar, Nuno Duarte Melo2022-07-21T14:28:09Z2022-01-142021-12-162022-01-14T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/142254TID:202975096enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:19:50Zoai:run.unl.pt:10362/142254Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:50:13.987212Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
title |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
spellingShingle |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy Aguiar, Nuno Duarte Melo Growth Forecasting Quantile Macroeconometrics Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
title_short |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
title_full |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
title_fullStr |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
title_full_unstemmed |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
title_sort |
Macroprudential framework: quantile var forecasting applied to the Portuguese economy |
author |
Aguiar, Nuno Duarte Melo |
author_facet |
Aguiar, Nuno Duarte Melo |
author_role |
author |
dc.contributor.none.fl_str_mv |
Rodrigues, Paulo M. M. RUN |
dc.contributor.author.fl_str_mv |
Aguiar, Nuno Duarte Melo |
dc.subject.por.fl_str_mv |
Growth Forecasting Quantile Macroeconometrics Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
topic |
Growth Forecasting Quantile Macroeconometrics Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
description |
This work project explores the potentialities of Quantile VAR forecasting to study the entire probabilistic distribution of the Portuguese economy, with particular focus on its left tail and associated downside risks. It resorts to Chavleish viliet al. (2019) to confirm the nonlinearities and left tail downside skewness of the portuguese growth distribution, as well as the suitability and usefulness of using this method to enlarge the macroprudential policymaking strategy portfolio. It also compares Portugal’s framework to the original model’s Euro Area’s one and suggests further extensions and paths this field can follow to strengthen Economic’s role on bringing credibility and reform and to stimulate the economy’s underlying growth potential. |
publishDate |
2021 |
dc.date.none.fl_str_mv |
2021-12-16 2022-07-21T14:28:09Z 2022-01-14 2022-01-14T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/142254 TID:202975096 |
url |
http://hdl.handle.net/10362/142254 |
identifier_str_mv |
TID:202975096 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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