Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring - Softcover

Diebold, Francis X.

Softcover

ISBN 10: 0199338302 ISBN 13: 9780199338306

Verlag: Oxford University Press, 2015

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, and International Economic Review.

Kamil Yilmaz holds PhD (1992) and MA (1990) degrees in Economics from the University of Maryland, College Park, and a BA degree in Economics from Bogaziçi University, Istanbul, Turkey (1987). He has been a faculty member at Koç University, Istanbul, Turkey, since 1994. He was a visiting professor at the University of Pennsylvania in 2003-2004 and 2010-2011 academic years. He is the recipient of the 2003 Turkish Academy of Sciences (TÜBA) Encouragement Award for Social Sciences; and a member of the American Economic Association, and the Econometric Society.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 2015
• Sprache: Englisch
• ISBN 10: 0199338302
• ISBN 13: 9780199338306
• Einband: Taschenbuch
• Anzahl der Seiten: 288
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland