A comparative analysis of co-contraction indices using synthetic EMG data: Implications for selection and interpretation. [PDF]
Carey HD, De Groote F, Sawers A.
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The universal health coverage crossroads for Mauritius, a small island developing state: progress, paradox, and the path forward. [PDF]
Nundoochan A.
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Societal costs associated with mothers of children with major congenital anomalies: a population-based matched cohort study in Denmark. [PDF]
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Equity premium forecasting with reliability-screened forward-looking signals. [PDF]
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Predicting volatility and correlations with Financial Conditions Indexes
Journal of Empirical Finance, 2014We model the impact of financial conditions on asset market volatilities and correlations. We extend the Spline-GARCH model for volatility and DCC model for correlation to allow for inclusion of indexes that measure financial conditions. In our empirical application we consider daily stock returns of US deposit banks during the period 1994–2011, and ...
Anne Opschoor +2 more
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A Financial Conditions Index for the United States
2009The financial crisis of 2007–09 has highlighted the importance of developments in financial conditions for real economic activity. The authors estimate the effect of current and past shocks to financial variables on U.S. GDP growth by constructing two growthbased financial conditions indexes (FCIs) that measure the contribution to quarterly (annualized)
Beaton, Kimberly +2 more
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Financial Conditions Indexes for Canada
2004The authors construct three financial conditions indexes (FCIs) for Canada based on three approaches: an IS-curve-based model, generalized impulse-response functions, and factor analysis. Each approach is intended to address one or more criticisms of the monetary conditions index (MCI) and existing FCIs.
Gauthier, Céline +2 more
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A New Index to Measure U.S. Financial Conditions
FEDS Notes, 2023This note proposes a new index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the FRB/US model generally relates key financial variables to economic activity.
Andrea Ajello +5 more
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A financial conditions index for Greece and Germany
2022This thesis makes three points. First, we construct a Financial Conditions Index (FCI)for Greece from January 2005 till September 2021, using various data groups, such asprices, quantities, spreads, and survey data, while closely following the extensiveliterature.
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Estimating Financial Conditions Index for India
Journal of Emerging Market Finance, 2017This article constructs financial condition indices (FCIs) for India and explores their predictive ability of business cycle. The estimated FCIs indicate substantial tightening in financial conditions in India since the global financial crisis barring a brief phase during 2010–11.
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