A UK financial conditions index using targeted data reduction : forecasting and structural identification

George Kapetanios, Simon Price and Garry Young

Year of publication:	December 2017
Authors:	Kapetanios, George ; Price, Simon ; Young, Garry
Publisher:	London : Bank of England
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

freely available

Full text |

More access options

www.bankofengland.co.uk

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011913011

A service of the