A new index of financial conditions

G Koop, D Korobilis - European Economic Review, 2014 - Elsevier
… In this paper our goal is to accurately monitor financial conditions through … financial variables
to enter into the FCI, (ii) the weights used to average these financial variables into an index

Financial conditions indexes: A fresh look after the financial crisis

J Hatzius, P Hooper, FS Mishkin, KL Schoenholtz… - 2010 - nber.org
… of financial conditions 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. …

Measuring financial condition: A study of US states

X Wang, L Dennis, YS Tu - Public Budgeting & Finance, 2007 - Wiley Online Library
… tests a measure of financial condition using government-wide information as required under
the new financial … 34, this study develops and tests a measure of financial condition for state …

[图书][B] A US financial conditions index: putting credit where credit is due

MA Swiston - 2008 - books.google.com
… This paper constructs a measure of economy-wide financial conditions for the United
States. The goal is to provide a reasonably comprehensive, yet tractable model within which to …

Diagnosing the financial system: financial conditions and financial stress

S Brave, RA Butters - 29th issue (June 2012) of the International Journal of …, 2018 - ijcb.org
… of US financial crises to inform our analysis of potential future stress on financial conditions.
In … to detecting future financial imbalances by evaluating the health of the financial system …

Quantifying the effect of financial conditions on US activity

S Guichard, D Turner - 2008 - oecd-ilibrary.org
… a broad measure of financial conditions for … financial conditions, despite a substantial easing
of policy rates and a depreciation of the dollar. This measure of overall financial conditions

Financial conditions indexes

DG Mayes, M Virén - 2001 - papers.ssrn.com
… We show how a Financial Conditions Index for Finland adds to the information available
from a traditional Monetary Conditions Index. The results seem robust to differences in data and …

Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?

E Angelopoulou, H Balfoussia, HD Gibson - Economic Modelling, 2014 - Elsevier
… and then combined into what we define as a financial conditions index, with a view to
interpreting their intertemporal evolution against the backdrop of the financial crisis timeline. …

[PDF][PDF] Financial Condition Index and interest rate settings: a comparative analysis

A Montagnoli, O Napolitano - Istituto di Studi Economici Working …, 2005 - core.ac.uk
… Our results suggest that the Financial Condition Index enter positively and statistically
significant into the FED, Bank of England and Bank of Canada interest rate setting. This gives a …

Monitoring financial stability: A financial conditions index approach

SA Brave, RA Butters - Economic Perspectives, 2011 - papers.ssrn.com
… 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 financial conditions. We then …