华中科技大学主页平台管理系统 WEI JIE--英文主页-- A time-varying diffusion index forecasting model

Associate professor

Supervisor of Master's Candidates

Gender:Male

Status:Employed

Department:School of Economics

Education Level:Postgraduate (Doctoral)

Degree:Doctoral Degree in Economics

Discipline:Quantitative Economics
Finance

Current position: 英文主页 > Scientific Research > Paper Publications

A time-varying diffusion index forecasting model

Release time:2020-06-30 Hits:

Indexed by:Journal paper

Document Code:109337

First Author:Jie Wei

Correspondence Author:Yonghui Zhang

Co-author: Yonghui Zhang

Journal:Economics Letters

Included Journals:SCI

Place of Publication:美国

Discipline:Economics

First-Level Discipline:Applied Economics

Document Type:J

Volume:193

Issue:8

ISSN No.:0165-1765

Key Words:Diffusion index, Factor model, Local PCA, Time-varying parameter

Date of Publication:2020-06-25