Systemic risk measures and distribution forecasting of macroeconomic shocks
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 | Prognoseverfahren | Forecasting model | Systemrisiko | Wirtschaftsprognose | Economic forecast | Schock | Shock | Wirtschaftswachstum | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Messung | Measurement | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Welt | World |
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