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.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Matheson, Troy
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 2011.
Σειρά:IMF Working Papers; Working Paper ; No. 2011/093
Διαθέσιμο Online:Full text available on IMF