All Research Research 1 General Economics and Training History of Economic Thought Methodology and Heterodox Approaches Mathematical and Quantitative Methods Microeconomics 17 Macroeconomics and Monetary Economics 25 International Economics 12 Financial Economics 42 Public Economics 11 Health, Education and Welfare 21 Labour and Demographic Economics 15 Law and Economics 4 Industrial Organisation 5 Business Administration and Business Economics 60 Economic History Economic Development and Growth 23 Economic Systems 9 Agricultural and Natural Resource Economics 34 Urban, Rural and Regional Economics 17 Miscellaneous Categories Policy Work

Financial Economics

Keyword: Systemic financial risk, Early warning system, Asian countries, Factor models, Mixed frequency × Clear all
1 result
Early warning systems using dynamic factor models: An application to Asian economies

Chi Truong · Jeffrey Sheen · Stefan Truck · James Villafuarte ·Journal of Financial Stability ·2022 ·JEL: C33, E44, G01, G17

This study develops an early warning system for financial crises with a focus on small open economies. We contribute to the literature by developing macro-financial dynamic factor models that extract useful information from a rich but unbal...

Systemic financial risk, Early warning system, Asian countries, Factor models, Mixed frequency

Advanced Search

Clear all filters