Media type: E-Book Title: Improving forecast accuracy of financial vulnerability : PLS factor model approach Contributor: Kim, Hyeongwoo [Author]; Ko, Kyunghwan [Author] Published: [Auburn, AL]: Auburn University, Department of Economics, May 2017 Published in: Auburn University: Working paper series ; 2017003 Extent: 1 Online-Ressource (circa 37 Seiten); Illustrationen Language: English Keywords: Partial Least Squares ; Principal Component Analysis ; Financial Stress Index ; Out-of-Sample Forecast ; RRMSPE ; Arbeitspapier ; Graue Literatur Origination: Footnote: Access State: Open Access