Financial conditions indexes for the United States and euro area
Tài liệu tham khảo
Brave, S., Butters, R.A., 2011. Monitoring financial stability: a financial conditions index approach. In: Economic Perspectives, Federal Reserve Bank of Chicago, pp. 22–43.
Carabenciov, I., Freedman, C., Garcia-Saltos, R., Laxton, D., Kamenik, O., Manchev, P., GPM6—the Global Projection Model with six regions. International Monetary Fund Working Papers (in press).
Doz, 2011, A two-step estimator for large approximate dynamic factor models based on Kalman filtering, Journal of Econometrics, 164, 188, 10.1016/j.jeconom.2011.02.012
Giannone, 2008, Nowcasting: the real-time informational content of macroeconomic data, Journal of Monetary Economics, 55, 665, 10.1016/j.jmoneco.2008.05.010
Hatzius, J., Hooper, P., Mishkin, F.S., Schoenholtz, K.L., Watson, M.W., 2010. Financial conditions indexes: a fresh look after the crisis. Working Paper 16150, National Bureau of Economic Research.
Matheson, 2010, An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys, Economic Modelling, 27, 304, 10.1016/j.econmod.2009.09.010
