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...
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Materiálatiipa: | Elektrovnnalaš Girjji oassi |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
European Investment Bank
2021
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| Fáttát: | |
| Liŋkkat: | DOAB: download the publication DOAB: description of the publication |
| Fáddágilkorat: |
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