URL details: laurent-ferrara.org/2022/04/12/high-frequency-macroeconomic-risk-measures-in-the-wake-of-the-war-in-ukraine-voxeu-blog/
URL title:
High-frequency macroeconomic risk measures in the wake of the war in Ukraine (VoxEU Blog) | Laurent Ferrara
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Following the Russian invasion of Ukraine on 24 February 2022, financial stress indicators suddenly increased. Using this high-frequency daily information conveyed by financial markets, this column presents a newly developed mixed-frequency quantile regression model in order to quantify macro risks in the euro area for the first quarter of 2022. The authors show that macro…
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