Financial Conditions Indexes for the United States and Euro Area /

Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties.

Detalhes bibliográficos
Autor principal: Matheson, Troy
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2011.
Colecção:IMF Working Papers; Working Paper ; No. 2011/093
Acesso em linha:Full text available on IMF
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245 1 0 |a Financial Conditions Indexes for the United States and Euro Area /  |c Troy Matheson. 
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300 |a 1 online resource (10 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties. 
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