A Quantitative Assessment of Financial Conditions in Asia /
We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting GDP growth and may be thus used as a leading indicator. Based on the FCI, financial c...
| Autore principale: | Osorio Buitron, Carolina |
|---|---|
| Altri autori: | Pongsaparn, Runchana, Unsal, Filiz |
| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 2011/170 |
| Accesso online: | Full text available on IMF |
Documenti analoghi
-
Spillover Implications of Differences in Monetary Conditions in the United States and the Euro Area /
di: Osorio Buitron, Carolina
Pubblicazione: (2016) -
Inflation Dynamics in Asia : Causes, Changes, and Spillovers From China /
di: Osorio Buitron, Carolina
Pubblicazione: (2011) -
Quantitative Assessment of the Financial Sector : An Integrated Approach /
di: Worrell, Rupert
Pubblicazione: (2004) -
Quantitative Assessment of a Financial System-Barbados.
Pubblicazione: (2005) -
Big Players Out of Synch : Spillovers Implications of US and Euro Area Shocks /
di: Osorio Buitron, Carolina
Pubblicazione: (2015)