A Financial Conditions Index for South Africa /
The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman filter), which identify an unobservable common factor from a group of external and domes...
| Главный автор: | |
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| Другие авторы: | , |
| Формат: | Журнал |
| Язык: | English |
| Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Серии: | IMF Working Papers; Working Paper ;
No. 2012/196 |
| Online-ссылка: | Full text available on IMF |