Constructing a dynamic financial conditions indexes by TVP-FAVAR model
Shaoping Wang, Fan Xu and Sanpan Chen
| Year of publication: |
February 2018
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|---|---|
| Authors: | Wang, Shaoping ; Xu, Fan ; Chen, Sanpan |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 3, p. 183-186
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| Subject: | Financial conditions index | CPI inflation | TVP-FAVAR | Wirtschaftsindikator | Economic indicator | Verbraucherpreisindex | Consumer price index | Inflation | Index | Index number | Aktienindex | Stock index | Monetärer Indikator | Monetary indicator | Schätzung | Estimation | Indexberechnung | Index construction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2017.1307929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011853832