A Financial Conditions Index for Poland /
This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches-factor analysis and vector auto-regression approach. We evaluate the index's forecasting p...
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Format: | Journal |
Language: | English |
Published: |
Washington, D.C. :
International Monetary Fund,
2013.
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Series: | IMF Working Papers; Working Paper ;
No. 2013/252 |
Online Access: | Full text available on IMF |