Momentum Informed Inflation-at-Risk

Growth-at-Risk has recently become a key measure of macroeconomic tail-risk, which has seen it be researched extensively. Surprisingly, the same cannot be said for Inflation-at-Risk where both tails, deflation and high inflation, are of key concern to policymakers, which has seen comparatively much...

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Veröffentlicht in:	arXiv.org 2024-08
Hauptverfasser:	Szendrei, Tibor, Bhattacharjee, Arnab
Format:	Artikel
Sprache:	eng
Schlagworte:	Momentum Risk
Online-Zugang:	Volltext
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