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

Publicado en línea: 01 nov 2023

Recibido: 25 dic 2022

Aceptado: 12 may 2023

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

Palabras clave

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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