Forecasting International Financial Stress: The Role of Climate Risks
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More about this item
Keywords
Financial stress; Climate risks; Random forests; Forecasting;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- 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
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-10-09 (Banking)
- NEP-BIG-2023-10-09 (Big Data)
- NEP-EEC-2023-10-09 (European Economics)
- NEP-ENE-2023-10-09 (Energy Economics)
- NEP-ENV-2023-10-09 (Environmental Economics)
- NEP-FDG-2023-10-09 (Financial Development and Growth)
- NEP-IFN-2023-10-09 (International Finance)
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