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~person:"Kim, Hyeongwoo"
~source:"econis"
~subject:"Economic indicator"
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Economic indicator
Factor analysis
4
Faktorenanalyse
4
Financial crisis
4
Finanzkrise
4
Forecasting model
4
Index construction
4
Indexberechnung
4
PANIC
4
Prognoseverfahren
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South Korea
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Südkorea
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Wirtschaftsindikator
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Diebold-Mariano-West Statistic
3
Financial Stress Index
3
In-Sample Fit
3
Out-of-Sample Forecast
3
Principal Component Analysis
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Diebold-Mariano-West statistic
1
Financial stress index
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Kim, Hyeongwoo
Ravazzolo, Francesco
8
Ehrlich, Gabriel
5
Shapiro, Matthew D.
5
Vespignani, Joaquin
5
Zarnowitz, Victor
5
Auerbach, Alan J.
4
Hoeberichts, Marco
4
Ozyildirim, Ataman
4
Rusinowska, Agnieszka
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Shi, Wen
4
Vašíček, Bořek
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Vermeulen, Robert
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Šmídková, Kateřina
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Žigraiová, Diana
4
Arnesen, Eric
3
Balk, Bert M.
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Dijk, Dick van
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Jarmin, Ron S.
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3
McGuckin, Robert H.
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Stock, James H.
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Abonyi, János
2
Alkhareif, Ryadh M.
2
Barnett, William A.
2
Blanckenburg, Korbinian von
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Burghardt, Matthias
2
Capilit, Eileen
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D'Inverno, Giovanna
2
De Witte, Kristof
2
Dolvin, Steven D.
2
Farnia, Luca
2
Filatov, Vladyslav
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Foltice, Bryan
2
Färe, Rolf
2
Goltz, Felix
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Working paper series / Department of Economics, Auburn University
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
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Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
-
2019
Persistent link: https://www.econbiz.de/10012215885
Saved in:
2
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
-
2018
Persistent link: https://www.econbiz.de/10011964930
Saved in:
3
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
;
Kim, Hyun Hak
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2859-2898
Persistent link: https://www.econbiz.de/10012500846
Saved in:
4
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
;
Kim, Hyun Hak
-
2016
Persistent link: https://www.econbiz.de/10011570705
Saved in:
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