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Financial conditions index (FCI), inflation and growth : some evidence
Sahoo, Manamani - In: Theoretical and applied economics : GAER review 24 (2017) 3, pp. 147-172
Persistent link: https://www.econbiz.de/10011795148
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A Tourism Conditions Index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of … Taiwan. The foundation of the TCI is the Financial Conditions Index (FCI), which is derived from the Monetary Conditions … Index (MCI). The empirical findings show that TCI weighted by spillovers reveal greater significance in forecasting the …
Persistent link: https://www.econbiz.de/10010227695
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Constructing a dynamic financial conditions indexes by TVP-FAVAR model
Wang, Shaoping; Xu, Fan; Chen, Sanpan - In: Applied economics letters 25 (2018) 3, pp. 183-186
Persistent link: https://www.econbiz.de/10011853832
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A tourism financial conditions index
Chang, Chia-Lin; Hui-Kuang, Hsu; McAleer, Michael - 2014 - Revised: May 2014
The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate … 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/10010350798
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A tourism financial conditions index
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410211
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Do Monetary Indicators Lead Euro Area Inflation?
Hofmann, Boris - 2021
This paper assesses the performance of monetary indicators as well as of a large range of economic and financial indicators in predicting euro area HICP inflation out-of-sample over the period first quarter 1999 till third quarter 2006 considering standard bivariate forecasting models, factor...
Persistent link: https://www.econbiz.de/10013316597
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The effect of fragmentation risk on monetary conditions in the euro area
Arnold, Ivo J. M. - In: Journal of international money and finance 146 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015075878
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …
Persistent link: https://www.econbiz.de/10011416485
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The TT index as an indicator of macroeconomic vulnerability of EU new member states
Teplý, Petr; Tripe, David - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 1, pp. 19-33
Persistent link: https://www.econbiz.de/10011341463
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …
Persistent link: https://www.econbiz.de/10011502689