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~person:"Kim, Hyeongwoo"
~subject:"Out-of-Sample Forecast"
~type_genre:"Sammelwerk"
~type_genre:"Working Paper"
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Search: subject:"Principal component analysis"
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Out-of-Sample Forecast
Principal Component Analysis
15
Forecasting model
13
Prognoseverfahren
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Partial Least Squares
12
Kaufkraftparität
6
LASSO
6
Purchasing power parity
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Factor analysis
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Faktorenanalyse
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Theorie
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Theory
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Exchange rate
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Financial Stress Index
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Financial crisis
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Finanzkrise
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Wechselkurs
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Won/Dollar Real Exchange Rate
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Cointegration
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Diebold-Mariano-West Statistic
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In-Sample Fit
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Index construction
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Indexberechnung
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Kleinste-Quadrate-Methode
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Kointegration
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Least squares method
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Net Charge-Off Rate
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PANIC
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Partial least squares
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Partielle kleinste Quadrate
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South Korea
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Südkorea
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Wirtschaftsindikator
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Disaggregated Loan CORs
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RRMSPE
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Top 10 Bank Holding Companies
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USA
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United States
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Asymmetric Predictability
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Kim, Hyeongwoo
Behera, Sarthak
5
Kim, Soohyon
5
Shi, Wen
3
Son, Jisoo
3
Ko, Kyunghwan
2
Kim, Hyun Hak
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Working paper series / Department of Economics, Auburn University
13
BOK working paper
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ECONIS (ZBW)
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1
What charge‐off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo
;
Son, Jisoo
-
2024
Persistent link: https://www.econbiz.de/10014514177
Saved in:
2
Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2024
Persistent link: https://www.econbiz.de/10014514179
Saved in:
3
Forecasting net charge‐off rates of large U.S. bank holding companies using macroeconomic latent factors
Kim, Hyeongwoo
;
Son, Jisoo
-
2023
Persistent link: https://www.econbiz.de/10014249738
Saved in:
4
What charge‐off rates are predictable by macroeconomic latent factors?
Kim, Hyeongwoo
;
Son, Jisoo
-
2023
Persistent link: https://www.econbiz.de/10014380760
Saved in:
5
Superior predictability of American factors of the won/dollar real exchange rate
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2021
Persistent link: https://www.econbiz.de/10012593759
Saved in:
6
Superior predictability of American factors of the won/dollar real exchange rate
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2021
Persistent link: https://www.econbiz.de/10013490617
Saved in:
7
Forecasting the US dollar-Korean won exchange rate : a factor-augmented model approach
Behera, Sarthak
;
Kim, Hyeongwoo
;
Kim, Soohyon
-
2020
Persistent link: https://www.econbiz.de/10012215961
Saved in:
8
Common factor augmented forecasting models for the US dollar-Korean won exchange rate
Kim, Hyeongwoo
;
Kim, Soohyon
-
2020
Persistent link: https://www.econbiz.de/10012171555
Saved in:
9
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
-
2019
Persistent link: https://www.econbiz.de/10012215885
Saved in:
10
Improving forecast accuracy of financial vulnerability : PLS factor model approach
Kim, Hyeongwoo
;
Ko, Kyunghwan
-
2019
Persistent link: https://www.econbiz.de/10012215891
Saved in:
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