Kyunghwan Ko

Economic Research Team, Jeju Branch, The Bank ok Korea

Economist

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

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40

CITATIONS

0

Scholarly Papers (1)

1.

Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach

Bank of Korea WP 2017-14
Number of pages: 44 Posted: 04 May 2017
Hyeongwoo Kim and Kyunghwan Ko
Auburn University and Economic Research Team, Jeju Branch, The Bank ok Korea
Downloads 40 (422,319)

Abstract:

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Partial Least Squares, Principal Component Analysis, Financial Stress Index, Out-Of-Sample Forecast, RRMSPE, DMW Statistics