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
|
Fáttát: | |
Liŋkkat: | DOAB: download the publication DOAB: description of the publication |
Fáddágilkorat: |
Lasit fáddágilkoriid
Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!
|
Search Result 1