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...
Saved in:
Main Author: | |
---|---|
Format: | Book Chapter |
Published: |
European Investment Bank
2021
|
Subjects: | |
Online Access: | Get Fullteks DOAB: description of the publication |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Internet
Get FullteksDOAB: description of the publication
3rd Floor Main Library
Call Number: |
A1234.567 |
---|---|
Copy 1 | Available |