Financial conditions indexes for the United States and euro area

被引：36
|
作者：
Matheson, Troy D. [1 ]
机构：
[1] Int Monetary Fund, Res Dept, Washington, DC 20431 USA
来源：
ECONOMICS LETTERS | 2012年 / 115卷 / 03期
关键词：
Financial conditions; Short-term forecasting; Real-time data;
D O I：
10.1016/j.econlet.2011.12.119
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. Variants of the indexes that allow for cross-economy effects reveal very strong financial linkages across the United States and euro area. (C) 2011 Elsevier B.V. All rights reserved.
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页码：441 / 446
页数：6
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