Published in:IMF Working Papers, Vol. , pp. 1-10, 2011
Extent:
1 Online-Ressource (11 p)
Language:
English
DOI:
10.2139/ssrn.1826546
Identifier:
Origination:
Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2011 erstellt
Description:
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