A UK financial conditions index using targeted data reduction : forecasting and structural identification
George Kapetanios (Kings College, University of London), Simon Price (Essex Business School and Centre for Applied Macroeconomic Analysis, ANU ), Garry Young (Bank of England and CFM)
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Kapetanios, George ; Price, Simon ; Young, Garry |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National University |
| Subject: | Forecasting | Financial conditions index | Targeted data reduction | Multivariate partial least squares | Credit shocks | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | VAR-Modell | VAR model | Schätzung | Estimation | Aktienindex | Stock index |
| Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2017, 58 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747023