Journal of Econometrics

Macro-prudential policy under asymmetric risks: A Bayesian structural quantile VAR approach

• Sulkhan Chavleishvili
• Robert F. Engle
• Stephan Fahr
• Manfred Kremer
• Frederik Lund-Thomsen
• Simone Manganelli
• Bernd Schwaab

2026-04-13

Full text

DOI https://doi.org/10.1016/j.jeconom.2026.106230