Series: IMF Working Papers
Author(s): Giang Ho , and Yinqiu Lu
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 19 December 2013
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...