Improving forecast accuracy of financial vulnerability : PLS factor model approach
Hyeongwoo Kim and Kyunghwan Ko
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Kim, Hyeongwoo ; Ko, Kyunghwan |
| Publisher: |
[Auburn, AL] : Auburn University, Department of Economics |
| Subject: | Partial Least Squares | Principal Component Analysis | Financial Stress Index | Out-of-Sample Forecast | RRMSPE | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Partielle kleinste Quadrate | Partial least squares | Hauptkomponentenanalyse | Principal component analysis | Finanzkrise | Financial crisis |
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