Fondazione GRINS
Growing Resilient,
Inclusive and Sustainable
Galleria Ugo Bassi 1, 40121, Bologna, IT
C.F/P.IVA 91451720378
Finanziato dal Piano Nazionale di Ripresa e Resilienza (PNRR), Missione 4 (Infrastruttura e ricerca), Componente 2 (Dalla Ricerca all’Impresa), Investimento 1.3 (Partnership Estese), Tematica 9 (Sostenibilità economica e finanziaria di sistemi e territori).
GRINS THEMATIC AREAS
RESOURCES
We propose novel quantile regression methods when the response is discrete and the data come from a longitudinal design. The approach is based on conditional mid-quantiles, which have good theoretical properties even in the presence of ties. Optimization of a ridge-type penalized objective function accommodates for the data dependence. We investigate the performance and pertinence of our methods in a simulation study and an original application to macroprudential policies use in more than one hundred countries over a period of seventeen years.
AKNOWLEDGEMENTS
This study was funded by the European Union - NextGenerationEU, in the framework of the GRINS - Growing Resilient, INclusive and Sustainable project (GRINS PE00000018). The views and opinions expressed are solely those of the authors and do not necessarily reflect those of the European Union, nor can the European Union be held responsible for them.
CITE THIS WORK