Systemic risk and macroeconomic activity: International evidence
In this paper, we propose an easily implementable combination forecast method to examine whether systemic risk can predict macroeconomic activity. Our method uses various weighting schemes to combine common individual systemic risk measures. Empirical results demonstrate that our novel forecasting s...
| 發表在: | Journal of Management Science and Engineering |
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| Main Authors: | , , |
| 格式: | Article |
| 語言: | 英语 |
| 出版: |
KeAi Communications Co., Ltd.
2025-12-01
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| 主題: | |
| 在線閱讀: | http://www.sciencedirect.com/science/article/pii/S2096232025000368 |