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.
Publication date: April 2011
ISBN: 9781455253326
$18.00
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Topics covered in this book

This title contains information about the following subjects. Click on a subject if you would like to see other titles with the same subjects.

Economics- Macroeconomics , Economics / General , International - Economics , forecasting , bond , bond spread , government bond , bond yield , survey , surveys , bayesian information criteria , benchmark bond , missing observations , econometrics

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