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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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1
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
2
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
3
Currency crisis early warning systems : why they should be dynamic
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 1016-1029
Persistent link: https://www.econbiz.de/10010517771
Saved in:
4
Multivariate dynamic probit models : an application to financial crises mutation
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 395-427)
.
2013
Persistent link: https://www.econbiz.de/10010252316
Saved in:
5
Extreme financial cycles
Candelon, Bertrand
;
Gaulier, Guillaume
;
Hurlin, Christophe
- In:
Revue d'économie politique
122
(
2012
)
6
,
pp. 823-831
Persistent link: https://www.econbiz.de/10009731051
Saved in:
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