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.

Dettagli Bibliografici
Autore principale: Matheson, Troy
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2011.
Serie:IMF Working Papers; Working Paper ; No. 2011/093
Accesso online:Full text available on IMF