Media type: E-Book Title: Financial and macroeconomic data through the lens of a nonlinear dynamic factor model Contributor: Guerrón-Quintana, Pablo A. [Author]; Khazanov, Alexey [Author]; Zhong, Molin [Author] Published: Washington, D.C.: Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, April 26, 2023 Published in: Finance and economics discussion series ; 2023,27 Extent: 1 Online-Ressource (circa 57 Seiten); Illustrationen Language: English DOI: 10.17016/FEDS.2023.027 Identifier: Keywords: Interest rates ; effective lower bound ; credit cycle ; asymmetric dynamics ; predictive distributions ; tail risk ; Graue Literatur Origination: Footnote: Access State: Open Access