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The performance of National Institute Economic Forecasts
Poulizac, David - In: National Institute economic review (1996), pp. 55-62
Persistent link: https://www.econbiz.de/10001198981
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George; Price, Simon; Young, Garry - 2017
Persistent link: https://www.econbiz.de/10011747023
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George; Price, Simon; Young, Garry - 2017
Persistent link: https://www.econbiz.de/10011913011
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Macroeconomic modelling at the institute : hopes, challenges and a lasting contribution
Barrell, Ray; Blake, Andrew Peter; Young, Garry - In: National Institute economic review 246 (2018), pp. 3-14
Persistent link: https://www.econbiz.de/10011972832
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A UK Financial Conditions Index Using Targeted Data Reduction : Forecasting and Structural Identification
Kapetanios, George - 2017
A financial conditions index (FCI) is designed to summarise the state of financial markets. Two are constructed with UK data. The first is the first principal component of a set of financial indicators. The second comes from a new approach taking information from a large set of macroeconomic...
Persistent link: https://www.econbiz.de/10012941555
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A UK Financial Conditions Index Using Targeted Data Reduction : Forecasting and Structural Identification
Kapetanios, George - 2017
A financial conditions index (FCI) is designed to summarise the state of financial markets. We construct two with UK data. The first is the first principal component (PC) of a set of financial indicators. The second comes from a new approach taking information from a large set of macroeconomic...
Persistent link: https://www.econbiz.de/10012948001