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econ.EM2025
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios
Anthoulla Phella, Vasco J. Gabriel, Luis F. Martins
In this paper, using the Bayesian VAR framework suggested by Chan et al. (2025), we produce conditional temperature forecasts up until 2050, by exploiting both equality and inequal…
econ.EM2020
Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach
Anthoulla Phella
This paper considers forecasts of the growth and inflation distributions of the United Kingdom with factor-augmented quantile autoregressions under a model averaging framework. We…
econ.EM2020
Consistent Specification Test of the Quantile Autoregression
Anthoulla Phella
This paper proposes a test for the joint hypothesis of correct dynamic specification and no omitted latent factors for the Quantile Autoregression. If the composite null is rejecte…