Systemic risk measures and distribution forecasting of macroeconomic shocks
Guojin Chen, Yanzhen Liu, Yu Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Guojin ; Liu, Yanzhen ; Zhang, Yu |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 75.2021, p. 178-196
|
| Subject: | Economic growth | Forecast | Quantile regression | Systemic risk | Systemrisiko | Prognoseverfahren | Forecasting model | Schock | Shock | Wirtschaftswachstum | Wirtschaftsprognose | Economic forecast | Finanzkrise | Financial crisis | Welt | World | Theorie | Theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.04.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692464