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...
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| Autor principal: | |
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| Formato: | Recurso Electrónico Capítulo de Livro |
| Idioma: | inglês |
| Publicado em: |
European Investment Bank
2021
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| Acesso em linha: | OAPEN Library: download the publication OAPEN Library: description of the publication |
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OAPEN Library: download the publicationOAPEN Library: description of the publication
3rd Floor Main Library
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A1234.567 |
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| Cód. Barras: 1 | Disponível |