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
Main Author: | |
---|---|
Format: | eBook |
Language: | English |
Published: |
Washington, D.C.
International Monetary Fund
2011
|
Series: | IMF Working Papers
|
Subjects: | |
Online Access: | |
Collection: | International Monetary Fund - Collection details see MPG.ReNa |
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 |