Forecasting financial stress indices in Korea : a factor model approach
Hyeongwoo Kim, Wen Shi, Hyun Hak Kim
| Year of publication: |
2020
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|---|---|
| Authors: | Kim, Hyeongwoo ; Shi, Wen ; Kim, Hyun Hak |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 6, p. 2859-2898
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| 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 | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Indexberechnung | Index construction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01744-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500846