Browse

You are looking at 1 - 4 of 4 items :

  • Development - Economic Development x
  • Keywords: financial conditions x
Clear All
A Financial Conditions Index for Poland

A Financial Conditions Index for Poland »

Source: A Financial Conditions Index for Poland

Volume/Issue: 2013/252

Series: IMF Working Papers

Author(s): Giang Ho , and Yinqiu Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

ISBN: 9781475540642

Keywords: Financial conditions index, factor analysis, vector auto-regression, gdp growth, bond, bond yield, government bond yield, government bond, Forecasting and Simulation, Financial Markets and the Macroeconomy

This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches-factor an...

A Financial Conditions Index for South Africa

A Financial Conditions Index for South Africa »

Source: A Financial Conditions Index for South Africa

Volume/Issue: 2012/196

Series: IMF Working Papers

Author(s): Nombulelo Gumata , Eliphas Ndou , and Nir Klein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505450

Keywords: Financial conditions index, factor analysis, gdp growth, explanatory power, granger causality, standard deviation, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy,

The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman fi...

A Financial Conditions Index for Poland

A Financial Conditions Index for Poland »

Volume/Issue: 2013/252

Series: IMF Working Papers

Author(s): Giang Ho , and Yinqiu Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

DOI: http://dx.doi.org/10.5089/9781475540642.001

ISBN: 9781475540642

Keywords: Financial conditions index, factor analysis, vector auto-regression, gdp growth, bond, bond yield, government bond yield, government bond, Forecasting and Simulation, Financial Markets and the Macroeconomy

This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches-factor an...

A Financial Conditions Index for South Africa

A Financial Conditions Index for South Africa »

Volume/Issue: 2012/196

Series: IMF Working Papers

Author(s): Nombulelo Gumata , Eliphas Ndou , and Nir Klein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505450.001

ISBN: 9781475505450

Keywords: Financial conditions index, factor analysis, gdp growth, explanatory power, granger causality, standard deviation, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy,

The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman fi...