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Climate risks (5)
Forecasting (5)
United States (US) (5)
SDG-08: Decent work and economic growth (3)
Uncertainty (3)
Impulse response functions (2)
Nonlinear local projections (2)
Oil price (2)
Out-of-sample forecasts (2)
Real estate investment trust (REIT) (2)
Realized variance (2)
SDG-13: Climate action (2)
Aggregate uncertainty (1)
Bank holding companies (BHC) (1)
Bank stress tests (1)
Bayesian model averaging (BMA) (1)
Bond risk premia (1)
Business fluctuations and cycles (1)
Commodity currency exchange rates (1)
Consumption-wealth ratios (1)
Conventional monetary policies (1)
Coronavirus disease 2019 (COVID-19) (1)
Count data (1)
COVID-19 pandemic (1)
Dynamic model averaging (DMA) (1)
Economic activity (1)
Emerging markets (1)
Empirical Bayes (1)
Equity prices (1)
External instruments (1)
Financial markets contagion (1)
Heterogeneous autoregressive realized volatility (HAR-RV) (1)
In-sample predictability (1)
Infectious diseases (1)
Integer-valued generalized autoregressive conditional heteroskedasticity (IN-GARCH) (1)
Interest rate uncertainty (1)
International data (1)
Investor sentiment (1)
Linear local projection (1)
Local projections (1)
Machine learning (1)
Markov-switching model (1)
Model averaging (1)
Monetary policy surprises (1)
OECD countries (1)
Panel VAR (1)
Pre-provision net revenues (PPNR) (1)
Precious metals (1)
Realized variance of oil-price (1)
Realized volatility (1)
Regional uncertainty (1)
Return connectedness (1)
Sentiment (1)
Supply and demand shocks (1)
Time-varying parameter VAR model (1)
Time-varying parameter vector autoregressive (TVP-VAR) (1)
Trading volumes (1)
Unconventional monetary policies (1)
Vector autoregressive (VAR) (1)
Yield curve factors (1)
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