Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France »
Series: IMF Working Papers
Author(s): Piyabha Kongsamut , Christian Mumssen , Anne-Charlotte Paret , and Thierry Tressel
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 2017
Keywords: Europe, France, Forecasting, financial conditions index, macro-financial linkages, vector auto-regression, refers to exports volume of goods, General, Forecasting and Simulation
How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific fi...