Search Results - subject:"Financial Conditions Index"

A large Bayesian VAR of the United States Economy

Crump, Richard K.; Eusepi, Stefano; Giannone, Domenico; … - 2021

We model the United States macroeconomic and financial sectors using a formal and unified econometric model. Through shrinkage, our Bayesian VAR provides a flexible framework for modeling the dynamics of thirty-one variables, many of which are tracked by the Federal Reserve. We show how the...

Persistent link: https://www.econbiz.de/10012703469

A Tourism Financial Conditions Index for Tourism Finance

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2017

Conditions Index (TFCI). The TFCI is an adaptation and extension of the widely-used Monetary Conditions Index (MCI) and Financial … Conditions Index (FCI) to tourism stock data. However, the method of calculation of the TFCI is different from existing methods … analysis and Chang’s (2015) novel approach for constructing a tourism financial indicator, namely the Tourism Financial …

Persistent link: https://www.econbiz.de/10011819464

A tourism financial conditions index for tourism finance

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2017 - Revised version: August 2017

Conditions Index (TFCI). The TFCI is an adaptation and extension of the widely-used Monetary Conditions Index (MCI) and Financial … Conditions Index (FCI) to tourism stock data. However, the method of calculation of the TFCI is different from existing methods … analysis and Changâ€™s (2015) novel approach for constructing a tourism financial indicator, namely the Tourism Financial …

Persistent link: https://www.econbiz.de/10011699488

The Financial Conditions Index as an additional tool for policy-makers in developing countries : the Mexican case

Capasso, Salvatore; Napolitano, Oreste; Viveros … - In: Journal of economic studies 50 (2023) 8, pp. 1647-1671

Persistent link: https://www.econbiz.de/10014428627

Modeling of economic and financial conditions for nowcasting and forecasting recessions: A unified approach

Çakmaklı, Cem; Demircan, Hamza; Altuğ, Sumru - 2019

In this paper, we propose a method for jointly estimating indexes of economic and financial conditions by exploiting the intertemporal link between their cyclical behavior. This method combines a dynamic factor model for the joint modeling of economic and financial variables with mixed...

Persistent link: https://www.econbiz.de/10012060224

Credit, financial conditions and the business cycle in China

Lodge, David; Soudan, Michel - 2019

Bayesian-VAR for the Chinese economy, incorporating a financial conditions index for China that captures movements across a …

Persistent link: https://www.econbiz.de/10012142088

Modeling of economic and financial conditions for nowcasting and forecasting recessions : a unified approach

Çakmaklı, Cem; Demircan, Hamza; Altuğ, Sumru - 2019

Persistent link: https://www.econbiz.de/10011999163

Credit, financial conditions and the business cycle in China

Lodge, David; Soudan, Michel - 2019

Bayesian-VAR for the Chinese economy, incorporating a financial conditions index for China that captures movements across a …

Persistent link: https://www.econbiz.de/10011975616

Construction of China's financial conditions index in the post-crisis era

Li, Nan; Yuanchun, Liu - In: China political economy 2 (2019) 2, pp. 258-276

Purpose The purpose of this paper is to summarize different methods of constructing the financial conditions index (FCI …

Persistent link: https://www.econbiz.de/10012236389

A Tourism Financial Conditions Index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

constructing a tourism financial indicator, namely the Tourism Financial Conditions Index (TFCI). The TFCI is an adaptation and … extension of the widely-used Monetary Conditions Index (MCI) and Financial Conditions Index (FCI) to tourism stock data. However …

Persistent link: https://www.econbiz.de/10010377206