Forecasting financial stress indices in Korea : a factor model approach
Hyeongwoo Kim, Wen Shi, and Hyun Hak Kim
| Year of publication: |
September 2016
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|---|---|
| Authors: | Kim, Hyeongwoo ; Shi, Wen ; Kim, Hyun Hak |
| Publisher: |
[Auburn, AL] : Auburn University, Department of Economics |
| Subject: | Financial Stress Index | Principal Component Analysis | PANIC | In-Sample Fit | Out-of-Sample Forecast | Diebold-Mariano-West Statistic | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Südkorea | South Korea | Faktorenanalyse | Factor analysis | Index | Index number | Hauptkomponentenanalyse | Principal component analysis | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Indexberechnung | Index construction |
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series / Department of Economics, Auburn University. - Auburn, Ala., ZDB-ID 2728284-3. - Vol. AUWP 2016, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011570705