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.
| 第一著者: | |
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2011.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2011/093 |
| オンライン･アクセス: | Full text available on IMF |