Forecasting financial stress indices in Korea : a factor model approach

Hyeongwoo Kim and Wen Shi

Year of publication:	October 2018
Authors:	Kim, Hyeongwoo ; Shi, Wen
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

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