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econ.EM2022
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
Matteo Iacopini, Aubrey Poon, Luca Rossini +1
Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content…
stat.ME2022
Bivariate Distribution Regression with Application to Insurance Data
Yunyun Wang, Tatsushi Oka, Dan Zhu
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations manag…