Early warning systems using dynamic factor models : an application to Asian economies
Chi Truong, Jeffrey Sheen, Stefan Trück, James Villafuerte
| Year of publication: |
2022
|
|---|---|
| Authors: | Truong, Chi ; Sheen, Jeffrey R. ; Trück, Stefan ; Villafuerte, James |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 58.2022, p. 1-41
|
| Subject: | Asian countries | Early warning system | Factor models | Mixed frequency | Systemic financial risk | Frühwarnsystem | Asien | Asia | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Finanzkrise | Financial crisis | Südkorea | South Korea |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2021.100885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013417471