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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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 3, 2015 |
| ISBN13 | 9780199338306 |
| Publishers | Oxford University Press Inc |
| Pages | 288 |
| Dimensions | 156 × 236 × 15 mm · 408 g |
| Language | English |
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