A new index of financial conditions
Year of publication: |
2013-06
|
---|---|
Authors: | Koop, Gary ; Korobilis, Dimitris |
Institutions: | Economics Department, University of Strathclyde |
Subject: | financial stress | dynamic model averaging | forecasting |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published Number 1307 24 pages |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
-
A new index of financial conditions
Koop, Gary,
-
A New Index of Financial Conditions
Koop, Gary, (2013)
-
Forecasting with Factor Models: A Bayesian Model Averaging Perspective
Dimitris, Korobilis, (2013)
- More ...
-
Koop, Gary, (2011)
-
Forecasting Inflation Using Dynamic Model Averaging*
Koop, Gary, (2011)
-
Bauwens, Luc, (2011)
- More ...