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Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania)
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Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
Diebold, Francis X. (Professor of Economics, Professor of Economics, University of Pennsylvania)
In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks based on forecast error variance decompositions from approximating vector autoregressions.
288 pages
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 3 de marzo de 2015 |
| ISBN13 | 9780199338306 |
| Editores | Oxford University Press Inc |
| Páginas | 288 |
| Dimensiones | 156 × 236 × 15 mm · 408 g |
| Lengua | Inglés |
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