Rare disaster concerns and economic fluctuations

DOI10.1016/J.ECONLET.2020.109454zbMath1445.91014OpenAlexW3047215427MaRDI QIDQ2208896

Yijun Hao, Xiaoneng Zhu, Hao Su

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109454

zbMATH Keywords

predictabilitydisaster riskeconomic forecast

Mathematics Subject Classification ID

Economic time series analysis (91B84) Risk models (general) (91B05)

Cites Work

• Approximately normal tests for equal predictive accuracy in nested models
• The three-pass regression filter: a new approach to forecasting using many predictors
• Hypothesis Testing with Efficient Method of Moments Estimation
• Rare Disasters and Exchange Rates *

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