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

Publié en ligne: 01 nov. 2023

Reçu: 25 déc. 2022

Accepté: 12 mai 2023

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

Mots clés

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

© 2023 Fangzhou Yang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.