Financial Conditions Indexes for the United States and Euro Area
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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.
Series:
Working Paper No. 2011/093
Subject:
Bank credit Financial statistics Sovereign bonds Vector autoregression Yield curve
English
Publication Date:
April 1, 2011
ISBN/ISSN:
9781455253326/1018-5941
Stock No:
WPIEA2011093
Pages:
10
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