… of financialconditions to macroeconomic outcomes. In this paper we examine why financial condition … , and provide new econometric research to see how useful a tool they can be. …
X Wang, L Dennis, YS Tu - Public Budgeting & Finance, 2007 - Wiley Online Library
… tests a measure of financialcondition using government-wide information as required under the newfinancial … 34, this study develops and tests a measure of financialcondition for state …
… This paper constructs a measure of economy-wide financialconditions for the United States. The goal is to provide a reasonably comprehensive, yet tractable model within which to …
S Brave, RA Butters - 29th issue (June 2012) of the International Journal of …, 2018 - ijcb.org
… of USfinancial crises to inform our analysis of potential future stress on financialconditions. In … to detecting future financial imbalances by evaluating the health of the financial system …
… a broad measure of financialconditions for … financialconditions, despite a substantial easing of policy rates and a depreciation of the dollar. This measure of overall financialconditions …
… We show how a FinancialConditionsIndex for Finland adds to the information available from a traditional Monetary ConditionsIndex. The results seem robust to differences in data and …
E Angelopoulou, H Balfoussia, HD Gibson - Economic Modelling, 2014 - Elsevier
… and then combined into what we define as a financialconditionsindex, with a view to interpreting their intertemporal evolution against the backdrop of the financial crisis timeline. …
… Our results suggest that the FinancialConditionIndex enter positively and statistically significant into the FED, Bank of England and Bank of Canada interest rate setting. This gives a …
… Here, we describe two new indexes that expand on the work of Illing and Liu (2006), Nelson … index that separates the influence of economic conditions from financialconditions. We then …