Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach

DOI10.1002/FOR.2774zbMath1476.62217OpenAlexW3152064120MaRDI QIDQ5012729

Ghufran Ahmad, Dawood Ashraf, Muhammad Suhail Rizwan

Publication date: 25 November 2021

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2774

zbMATH Keywords

quantile regressionsystemic riskmacroeconomic forecastingcopula-based estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic growth models (91B62) Financial networks (including contagion, systemic risk, regulation) (91G45)

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