Analysis of non-linear effects of international financial systemic financial risk on macroeconomic impact

Published Online: Nov 01, 2023

Received: Dec 25, 2022

Accepted: May 12, 2023

DOI: https://doi.org/10.2478/amns.2023.2.00922

Keywords

Principal component analysis, Entropy method, MS-VAR model, TVP-VAR model, financial risk, Macroeconomics

© 2023 Fangzhou Yang et al., published by Sciendo

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