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...
में बचाया:
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | इलेक्ट्रोनिक पुस्तक अध्याय |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
European Investment Bank
2021
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| विषय: | |
| ऑनलाइन पहुंच: | OAPEN Library: download the publication OAPEN Library: description of the publication |
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