Measuring financial systemic stress for Turkey: A search for the best composite indicator
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- Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ozcelebi, Oguzhan, 2020. "Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 288-302.
More about this item
KeywordsFinancial stress indicators; Composite indicator of systemic stress; Principal component analysis; Bayesian dynamic factor model; Portfolio theory; Aggregation methods;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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