Financial Conditions Indexes for the United States and Euro Area

Troy Matheson ()

No 2011/093, IMF Working Papers from International Monetary Fund

Abstract: Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for forecasting economic activity and have good revision properties.

Keywords: WP; govt bond; sc; Financial conditions index (search for similar items in EconPapers)
Pages: 10
Date: 2011-04-01
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Citations: View citations in EconPapers (23)

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Journal Article: Financial conditions indexes for the United States and euro area (2012)
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