Similar Search Results

Financial Stress and Economic Activity: Evidence from a New Worldwide Index

Ahir, Hites - 2023

This paper uses text analysis to construct a continuous financial stress index (FSI) for 110 countries over each …

Persistent link: https://www.econbiz.de/10015058994

Silver, Mick - 2009

Index number theory informs us that if data on matched prices and quantities are available, a superlative index number … formula is best to aggregate heterogeneous items, and a unit value index to aggregate homogeneous ones. The formulas can give … as to why such formulas differ and proposes a solution to this index number problem …

Persistent link: https://www.econbiz.de/10012677703

Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes.

Silver, Mick - 2006

Intro -- Contents -- I. INTRODUCTION -- II. HEDONIC INDEXES -- III. WHY HEDONIC IMPUTATION AND DUMMY TIME HEDONIC INDEXES DIFFER -- IV. CHOICE BETWEEN HEDONIC INDEXES AND DUMMY TIME HEDONIC INDEXES -- V. CONCLUSIONS -- References.

Persistent link: https://www.econbiz.de/10012691089

A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle

Al-Hassan, Abdullah - 2009

coincident indicator provides a reliable measure of the GCC business cycle; over the last decade, the GCC coincident index and …

Persistent link: https://www.econbiz.de/10012677760

The Role of Financial Variables in Predicting Economic Activity in the Euro Area

Lombardi, Marco - 2009

The U.S. business cycle typically leads the European cycle by a few quarters and this can be used to forecast euro area GDP. We investigate whether financial variables carry additional information. We use vector autoregressions (VARs) which include the U.S. and the euro area GDPs as a minimal...

Persistent link: https://www.econbiz.de/10012677494

A U.S. Financial Conditions Index

Swiston, Andrew - 2008

This paper gauges the key determinants of China's private consumption in relation to GDP using data on the Chinese economy and evidence from other countries' experiences. The results suggest there is nothing ""special"" about consumption in China. Rather, the challenge is to explain why the...

Persistent link: https://www.econbiz.de/10012677619

Common Factors in Latin America's Business Cycles.

Aiolfi, Marco - 2006

Persistent link: https://www.econbiz.de/10012691015

Identifying Optimal Indicators and Lag Terms for Nowcasting Models

Xie, Jing - 2023

Many central banks and government agencies use nowcasting techniques to obtain policy relevant information about the business cycle. Existing nowcasting methods, however, have two critical shortcomings for this purpose. First, in contrast to machine-learning models, they do not provide much if...

Persistent link: https://www.econbiz.de/10015059646

Sovereign Debt Defaults and Financing Needs

Messmacher, Miguel; Kruger, Mark - International Monetary Fund (IMF) - 2004

We construct a financial vulnerability indicator that is consistent with the theoretical literature on determinants of defaults. It is based on the amount of new foreign financing that is needed to avoid a default or an import adjustment, expressed as a proportion of the country's sources of...

Persistent link: https://www.econbiz.de/10005768797

Assessing Early Warning Systems; How Have they Worked in Practice?

Berg, Andrew; Borensztein, Eduardo; Pattillo, Catherine A. - International Monetary Fund (IMF) - 2004

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork and to available non-model-based forecasts, such as agency ratings and private...

Persistent link: https://www.econbiz.de/10005768990

1
2
3
4
5
6
7
8
9
10
Next
Last