European Parliament Library

Financial Conditions Indexes for the United States and Euro Area, Troy Matheson

Abstract
Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties
Table Of Contents
Cover Page; Title Page; Copyright Page; Contents; I Introduction; II Methodology; III Data Description and Results; 1 Data Description and Forecasting Performance; 1 FCIs and Contributions by Class of Indicator (positive = tightening); IV Forecasting Performance; V Real-Time Properties; 2 FCIs in Real Time 10; VI Conclusion; References; Footnotes
Language
eng
Literary Form
non fiction
Note
Description based upon print version of record
Physical Description
1 online resource (17 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9786613869197

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