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Financial Conditions Indexes for the United States and Euro Area

Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties

Bibliographic Details
Main Author: Matheson, Troy
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2011
Series:IMF Working Papers
Subjects:
Interest Rates
Credit
Sovereign Bonds
Finance
Dynamic Treatment Effect Models
Monetary Economics
Monetary Policy, Central Banking, And The Supply Of Money And Credit: General
Computer Programs: Other
Data Collection And Data Estimation Methodology
Diffusion Processes
General Financial Markets: General (includes Measurement And Data)
Investments: Bonds
Financial Statistics
Yield Curve
Vector Autoregression
Time-series Models
Bonds
Banks And Banking
Bank Credit
Interest Rates: Determination, Term Structure, And Effects
Econometrics
Dynamic Quantile Regressions
Investment & Securities
Econometrics & Economic Statistics
Statistics
Money And Monetary Policy
Finance; Statistics
United States
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties
Physical Description:10 pages
ISBN:9781455253326

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