Systemic risk measures and macroeconomy forecasting : based on FQGLS estimation with structural break
Guojin Chen, Yanzhen Liu, and Yu Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Guojin ; Liu, Yanzhen ; Zhang, Yue |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 2, p. 584-600
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| Subject: | economic growth | forecast | structural break | Systemic risk | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Systemrisiko | Wirtschaftsprognose | Economic forecast | Messung | Measurement | Wirtschaftswachstum | Economic growth | Theorie | Theory | Risikomaß | Risk measure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2020.1807323 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012802106