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...
保存先:
| 第一著者: | |
|---|---|
| フォーマット: | 電子媒体 図書の章 |
| 言語: | 英語 |
| 出版事項: |
European Investment Bank
2021
|
| 主題: | |
| オンライン･アクセス: | OAPEN Library: download the publication OAPEN Library: description of the publication |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|