Publicação
Macroprudential framework: quantile var forecasting applied to the Portuguese economy
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Rodrigues, Paulo Manuel Marques | |
| dc.contributor.author | Aguiar, Nuno Duarte Melo | |
| dc.date.accessioned | 2022-07-21T14:28:09Z | |
| dc.date.available | 2022-07-21T14:28:09Z | |
| dc.date.issued | 2022-01-14 | |
| dc.date.submitted | 2021-12-16 | |
| dc.description.abstract | 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. | pt_PT |
| dc.identifier.tid | 202975096 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/142254 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Growth | pt_PT |
| dc.subject | Forecasting | pt_PT |
| dc.subject | Quantile | pt_PT |
| dc.subject | Macroeconometrics | pt_PT |
| dc.title | Macroprudential framework: quantile var forecasting applied to the Portuguese economy | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics | pt_PT |
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