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Tourism Stock Prices, Systemic Risk and Tourism Growth: A Kalman Filter with Prior Update DSGE-VAR Model

David Alaminos, M. Belén Salas. Tourism Stock Prices, Systemic Risk and Tourism Growth: A Kalman Filter with Prior Update DSGE-VAR Model. In Leszek Rutkowski, Rafal Scherer, Marcin Korytkowski, Witold Pedrycz, Ryszard Tadeusiewicz, Jacek M. Zurada, editors, Artificial Intelligence and Soft Computing - 21st International Conference, ICAISC 2022, Zakopane, Poland, June 19-23, 2022, Proceedings, Part II. Volume 13589 of Lecture Notes in Computer Science, pages 167-181, Springer, 2022. [doi]

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David Alaminos

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M. Belén Salas

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