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Forecasting financial crises and contagion in Asia using dynamic factor analysis
16 references·0 citing·41 second hop
Forecasting financial crises and contagion in Asia using dynamic factor analysis (2008)Forecasting financial crises and contagio…Towards a new early warning system of financial crises (2006)Towards a new early warning s…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Inferential Theory for Factor Models of Large Dimensions (2003)Inferential Theory for Factor…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Rational contagion and the globalization of securities markets (2000)Rational contagion and the gl…On crises, contagion, and confusion (2000)On crises, contagion, and con…Assessing Financial Vulnerability: An Early Warning System for Emerging Markets (2000)Assessing Financial Vulnerabi…Predicting currency crises: (1999)Predicting currency crises:Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…Contagious Currency Crises (1996)Contagious Currency CrisesCapital Flows to Latin America: Is There Evidence of Contagion Effects? (1996)Capital Flows to Latin Americ…A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience (1976)A Monetary Model of Exchange …A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Contagion: Understanding How It Spreads (2000)Emerging markets finance (2003)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)New Indexes of Coincident and Leading Economic Indicators (1989)Determining the Number of Factors in Approximate Factor Models (2002)Transition Modeling and Econometric Convergence Tests (2007)Panel Data Models With Interactive Fixed Effects (2009)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Contagion as a Wealth Effect (2001)Competition and Financial Stability (2004)Contagion in financial networks (2010)The General Theory of Employment (1937)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for unit roots in heterogeneous panels (2003)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Introductory Econometrics for Finance (2008)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)A New Approach to Measuring Financial Contagion (2003)Introduction: The International Diffusion of Liberalism (2006)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)
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References

  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 1996Contagious Currency Crises959 cited
  • 2000Rational contagion and the globalization of securities markets952 cited
  • 1996Contagious Currency Crises: First Tests847 cited
  • 2006Towards a new early warning system of financial crises714 cited
  • 1976A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience565 cited
  • 1999Predicting currency crises:500 cited
  • 1996Capital Flows to Latin America: Is There Evidence of Contagion Effects?476 cited
  • 2000Assessing Financial Vulnerability: An Early Warning System for Emerging Markets

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