MARC details
| 000 -LEADER |
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| fixed length control field |
03096cam a2200517Mi 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocn990679593 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240829102409.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
170608t20172017dcua ob 000 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
IDEBK |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
IDEBK |
| Modifying agency |
CUY |
| -- |
IDEBK |
| -- |
OCLCQ |
| -- |
OCLCO |
| -- |
OCLCF |
| -- |
OTZ |
| -- |
N$T |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1475598688 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781475598681 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
1475598629 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
1519180 |
| -- |
(N$T) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)990679593 |
| 037 ## - SOURCE OF ACQUISITION |
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| Stock number |
1011476 |
| Source of stock number/acquisition |
MIL |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA402.2 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT |
| Subject category code subdivision |
005000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
MAT |
| Subject category code subdivision |
034000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
515.353 |
| Edition number |
23 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chan-Lau, Jorge A., |
| Relator term |
author. |
| 9 (RLIN) |
858960 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Variance decomposition networks : |
| Remainder of title |
potential pitfalls and a simple solution / |
| Statement of responsibility, etc. |
by Jorge A. Chan-Lau. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
[Washington, District of Columbia] : |
| Name of producer, publisher, distributor, manufacturer |
International Monetary Fund, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2017. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2017 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (48 pages) : |
| Other physical details |
illustrations (some color), tables, graphs. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
IMF Working Paper ; |
| Volume/sequential designation |
WP/17/107 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied rankings depend on the choice decomposition method. The standard choice is the order invariant generalized forecast error variance decomposition of Pesaran and Shin (1998). The shares of the forecast error variation, however, do not add to unity, making difficult to compare risk ratings and risks contributions at two different points in time. As a solution, this paper suggests using the Lanne-Nyberg (2016) decomposition, which shares the order invariance property. To illustrate the differences between both decomposition methods, I analyzed the global financial system during 2001 - 2016. The analysis shows that different decomposition methods yield substantially different systemic risk and vulnerability rankings. This suggests caution is warranted when using rankings and risk contributions for guiding financial regulation and economic policy. |
| 590 ## - LOCAL NOTE (RLIN) |
|---|
| Local note |
Added to collection customer.56279.3 - Master record variable field(s) change: 072 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Decomposition method. |
| 9 (RLIN) |
151582 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Decomposition method |
| General subdivision |
Data processing. |
| 9 (RLIN) |
861708 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Decomposition method. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00889130 |
| 9 (RLIN) |
151582 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Decomposition method |
| General subdivision |
Data processing. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00889131 |
| 9 (RLIN) |
861708 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
MATHEMATICS / Calculus |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
199348 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
MATHEMATICS / Mathematical Analysis |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
199349 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1519180">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1519180</a> |
| 938 ## - |
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| -- |
ProQuest MyiLibrary Digital eBook Collection |
| -- |
IDEB |
| -- |
cis38211933 |
| 938 ## - |
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| -- |
EBSCOhost |
| -- |
EBSC |
| -- |
1519180 |
| 994 ## - |
|---|
| -- |
92 |
| -- |
N$T |