Forecasting financial vulnerability in the USA: A factor model approach

Author:

Kim Hyeongwoo1ORCID,Shi Wen2

Affiliation:

1. Department of Economics Auburn University Auburn Alabama US

2. Department of Accounting and Finance, Turner College of Business Columbus State University Columbus Georgia US

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference40 articles.

1. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

2. A PANIC Attack on Unit Roots and Cointegration

3. Berg A. Borensztein E. &Pattillo C.(2005).Assessing early warning systems: How have they worked in practice?(IMF Working Paper 04/52). Washington DC: International Monetary Fund.

4. Predicting currency crises:

5. Beutel J. List S. &vonSchweinitz G.(2019).An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?(IWH Discussion Papers 2/2019). Halle Germany: Halle Institute for Economic Research.

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