Measuring Financial Conditions using Equal Weights Combination

In this paper, we assess the merits of financial condition indices (FCIs) constructed using equal weights averaging versus alternatives that use data reduction techniques, like principal components, or that allow for time-varying parameters. Our analysis is based on data for 18 advanced and emerging...

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Bibliographic Details
Published in:	IMF economic review Vol. 70; no. 4; pp. 668 - 697
Main Authors:	Arrigoni, Simone, Bobasu, Alina, Venditti, Fabrizio
Format:	Journal Article
Language:	English
Published:	London Palgrave Macmillan UK 01-12-2022 Palgrave Macmillan Ltd. (Springer)
Subjects:	Analysis Capital Markets Economic conditions Economic Policy Economics Economics and Finance Financial analysis International Economics Macroeconomics/Monetary Economics//Financial Economics Methods Research Article Weighting (Statistics) United States Europe C11 C55 E44 E32
Online Access:	Get full text
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