Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index

Scott Brave and David L. Kelly

Chicago Fed Letter, 2017, No 386

Abstract: This article introduces improvements to the adjusted National Financial Conditions Index (ANFCI). Compared with the previous version, the new ANFCI uses an enhanced estimation procedure with a broader set of macroeconomic adjustment variables and produces a longer time series history.

Keywords: Financial conditions; financial markets (search for similar items in EconPapers)
Date: 2017
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