A New Index to Measure U.S. Financial Conditions

Andrea Ajello, Michele Cavallo, Giovanni Favara, William Peterman, John W. Schindler and Nitish R. Sinha
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Michele Cavallo: https://www.federalreserve.gov/econres/michele-cavallo.htm
Nitish R. Sinha: https://www.federalreserve.gov/econres/nitish-r-sinha.htm

No 2023-06-30, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This note proposes a new index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the FRB/US model generally relates key financial variables to economic activity.

Date: 2023-06-30
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2023-06-30

DOI: 10.17016/2380-7172.3281

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