EIB Working Paper 2021/10 - The simpler, the better: Measuring financial conditions for monetary policy and financial stability / European Investment Bank.
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:
VerfasserIn: | |
---|---|
Place / Publishing House: | [s.l.] : : European Investment Bank,, 2021. |
Year of Publication: | 2021 |
Language: | English |
Physical Description: | 1 online resource (44 p.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
EIB Working Paper 2022/15 : : Estimating financial integration in Europe / / European Investment Bank.
Published: (2022.) -
Financial markets, banking, and monetary policy / / Thomas D. Simpson.
by: Simpson, Thomas D.,
Published: (2014.) -
International Financial Markets and Monetary Policy / / edited by Robert Czudaj.
Published: (2023.) -
EIB Financial Report 2019 / European Investment Bank.
Published: (2020.) -
Central banking : : theory and practice in sustaining monetary and financial stability / / Thammarak Moenjak.
by: Moenjak, Thammarak,
Published: (2014.)