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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Detalhes bibliográficos
Autor principal: Ho, Giang
Outros Autores: Lu, Yinqiu
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2013.
Colecção:IMF Working Papers; Working Paper ; No. 2013/252
Acesso em linha:Full text available on IMF