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.
| Autor principal: | |
|---|---|
| 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 |