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The Asian Financial Crisis and Global Adjustments: Implications for US Agriculture

✍ Scribed by Warwick J. McKibbin; Zhi Wang; William Coyle


Book ID
108566533
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
241 KB
Volume
52
Category
Article
ISSN
1352-4739

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## ABSTRACT Value‐at‐risk (VaR) forecasting via a computational Bayesian framework is considered. A range of parametric models is compared, including standard, threshold nonlinear and Markov switching generalized autoregressive conditional heteroskedasticity (GARCH) specifications, plus standard an