EIB Working Paper 2021/10 - The simpler, the better Measuring financial conditions for monetary policy and financial stability
In this paper we assess the merits of financial condition indices constructed using simple averages versus a more sophisticated alternative that uses factor models with time varying parameters. Our analysis is based on data for 18 advanced and emerging economies at a monthly frequency covering about...
Kaydedildi:
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| Materyal Türü: | Elektronik Kitap Bölümü |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
European Investment Bank
2021
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| Konular: | |
| Online Erişim: | DOAB: download the publication DOAB: description of the publication |
| Etiketler: |
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Internet
DOAB: download the publicationDOAB: description of the publication
3rd Floor Main Library
| Yer Numarası: |
A1234.567 |
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| Kopya Bilgisi 1 | Kütüphanede |