Can economic policy uncertainty predict financial stress? : a MIDAS approach
Xiong Xiong, Jiakou Liu and Zhifeng Liu
| Year of publication: |
2022
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|---|---|
| Authors: | Xiong, Xiong ; Liu, Jiakou ; Liu, Zhifeng |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 1, p. 22-29
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| Subject: | Economic policy uncertainty | EPU | financial stress | MIDAS | mixed frequency | Wirtschaftspolitik | Economic policy | Risiko | Risk | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1854664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803323