We analyse macro financial linkages in the Danish economy by estimating a structural VAR model using Bayesian techniques and construct a new financial condition index for the Danish economy. We measure financial conditions as the aggregate impact of financial variables on real activity from the...

Economic Memo is a new publication series from Danmarks Nationalbank. Please, update your News service settings if you want to receive a notification when the next Economic Memo is available. The first Economic Memo shows that the equity risk premium has doubled after the financial crisis. As a...