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Government Pension Fund Global : Annual report 2022
(Annual report;2022, Report, 2023) -
Norges Banks oppgjørssystem : Årsrapport 2022
(Norges Banks oppgjørssystem;2022, Report, 2023) -
Statens pensjonsfond utland : Årsrapport 2022
(Årsrapport;2022, Report, 2023) -
Økonomiske perspektiver
(Others, 2023) -
Monitoring multicountry macroeconomic risk
(Working paper;9/2023, Working paper, 2023)We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence ...