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Author/Editor:
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Matheson, Troy
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Publication Date:
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April 01, 2011
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Electronic Access:
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Free Full text
(PDF file size is 815KB).
Use the free
Adobe Acrobat Reader
to view this PDF file
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF.
The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate
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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.
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Order a print copy
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Series:
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Working Paper No. 11/93
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Subject(s):
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Economic conditions | Economic forecasting | Euro Area | Forecasting models | United States
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Author's Keyword(s):
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Financial Conditions | Short-term Forecasting | Real-Time Data |
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