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
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
Links to published journals:https://doi.org/10.1016/j.econlet.2020.109337