Extraction of dynamic financial condition index in Iran by time-varying parameters approach [PDF]
مدلسازی اقتصادسنجی, 2022 Structural changes and economic and financial condition change the nature of economic models, and this shows the importance of using models that consider the dynamics of model parameters over time.In this paper, we use factor augmented vector ...
Atefe Alahverdi +2 more
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Designing a Financial Condition Index to Predict Macroeconomic Variables Using Dynamic Time-varying Models [PDF]
تحقیقات مالی, 2023 Objective: Since financial developments that are not driven by fundamental factors of monetary policy may have a large impact on the economy, policymakers have placed significant emphasis on the financial conditions index over the past recent years ...
Paria Karimi +3 more
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Dynamic relationships between financial conditions index and stock returns [PDF]
Iranian Journal of Finance, 2020 Stock return predictability has been extensively considered as a stylized reality. Theories indicate that returns should change along the time, and various studies have presented evidence on this point. On the other hand, there is an optimal portfolio in
Amin Sadat +2 more
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Financial Stress Index as an Indicator of Financial Stability of Ukraine in War Conditions
Статистика України, 2022 The importance of proper statistical support of the financial and banking system of the country is substantiated. It was noted that the statistics of the financial sector forms indicators of monetary and credit statistics, statistics of financial markets,
H. V. Holubova
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An empirical analysis of the impact of China’s financial development on current account [PDF]
E3S Web of Conferences, 2020 The global economy presents a situation of unbalanced development, and the imbalance of current account is the important aspect of global economic imbalance.
Li Wei, Dai Yuzan
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Composing a High-Frequency Financial Conditions Index and The Implications for Economic Activity
Borsa Istanbul Review, 2022 In this study, we construct an index using high-frequency data related to financial markets and intermediation services in Turkey, called the High-Frequency Financial Conditions Index, employing alternative statistical techniques for the period from 2006
Abdullah Kazdal +2 more
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Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach [PDF]
برنامهریزی و بودجه, 2023 Due to the forward-looking nature of economic decisions, forecasting the trend of macroeconomic variables has a fundamental role in economic planning and policies. For this purpose, the present study attempts to extract the financial conditions index for
Atefe Alahverdi +2 more
doaj
On the Issue of Predicting Global Financial and Economic Crises
Финансы: теория и практика, 2020 Assumptions about the impending new global crisis, which are increasingly found in expert discussions, have intensified the search for reliable crisis predictors, despite the existing theoretical consensus on the fundamental impossibility of forecasting ...
Yu. A. Danilov +2 more
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Financial Development Trajectories of the Russian Arctic Regions
Арктика и Север, 2022 Priority development of the Arctic territories is particularly relevant in conditions of unstable en-vironmental balance, significant climate change, and territorial vulnerability.
Natalya V. Dyadik +1 more
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Heliyon, 2023 The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively.
Mohammed Armah +2 more
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