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.

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Matheson, Troy
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2011.
سلاسل:IMF Working Papers; Working Paper ; No. 2011/093
الوصول للمادة أونلاين:Full text available on IMF