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Research on Dynamic Measurement and Early Warning of Systemic Financial Risk in China Based on TVP-FAVAR and Deep Learning Model

With the accelerated development of economic globalization, it is of great significance to strengthen the ability to measure, evaluate, and warn of systemic financial risks for preventing and defusing financial risks. Thus, this research established the Time-Varying Parameter Factor-Augmented Vector...

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Principais autores: Hufang Yang, Luyi Liu, Jieyang Cui, Wenbin Wu, Yuyang Gao
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2025-08-01
coleção:Systems
Assuntos:
systemic financial risk
TVP-FAVAR model
network public opinion index
transformer model
risk warning system
Acesso em linha:https://www.mdpi.com/2079-8954/13/8/720
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