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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Bibliographic Details
Main Author: Ho, Giang
Other Authors: Lu, Yinqiu
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2013.
Series:IMF Working Papers; Working Paper ; No. 2013/252
Online Access:Full text available on IMF