EIB Working Paper 2021/10 - The simpler, the better
In this paper we assess the merits of financial condition indices constructed using simple averages versus a more sophisticated alternative that uses factor models with time varying parameters. Our analysis is based on data for 18 advanced and emerging economies at a monthly frequency covering about...
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| Autore principale: | |
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| Natura: | Online |
| Lingua: | inglese |
| Pubblicazione: |
European Investment Bank
2021
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| Soggetti: | |
| Accesso online: | OCN: 1289789541 |
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