Results 21 to 30 of about 563,232 (262)
Social Interaction, Financial Literacy, and Household Financial Fragility [PDF]
SHS Web of Conferences, 2023 With the rapid development of digitalization, social interaction is becoming more and more frequent and complex, and the problem of household financial fragility is becoming more and more prominent, which brings challenges to macro financial stability ...
Dan Shi, Sheng-nan Yu
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IDENTIFYING FINANCIAL CONDITION INDEXES FOR VIETNAM
Journal of Southwest Jiaotong University, 2021 This research constructs a financial condition index (FCI) for Vietnam to explore the macro-financial linkages in the country. This index is constructed by applying the principal components analysis (PCA) method. The FCI is constructed using monthly data from 2000 to 2020 and is based on a set of financial variables, including variables that define the
Tran Thi Xuan Anh +3 more
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A Financial Conditions Index for the CEE Economies [PDF]
SSRN Electronic Journal, 2017 Financial Conditions Indexes (FCIs) are analytical tools devised to synthesize the information contained in a set of financial variables in order to identify how financial conditions affect economic activity. In this paper, for each of the three main Central and Eastern EU member states outside the euro area (Hungary, Poland and the Czech Republic) an ...
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MONETARY POLICY AND FINANCIAL CONDITIONS IN INDONESIA
Buletin Ekonomi Moneter dan Perbankan, 2019 We develop a financial condition index (FCI) and examine the effects of monetary policy on financial conditions in Indonesia. We show that our FCI tracks financial conditions quite well because it captures key financial events (the Asian financial crisis
Bernard Njindan Iyke, Solikin M. Juhro
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A Financial Conditions Index for Poland
IMF Working Papers, 2013 This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches—factor analysis and vector auto-regression approach.
Giang Ho, Yinqiu Lu
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Financial Conditions Indexes for Asian Economies [PDF]
SSRN Electronic Journal, 2013 Financial conditions indexes (FCIs) are constructed for five Asian economies, namely, Hong Kong, China; Japan; the Republic of Korea; Malaysia; and Singapore, using a principal component analysis (PCA) methodology from Hatzius et al. (2010) and quarterly data.
Debuque-Gonzales , Margarita +1 more
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A Financial Conditions Index for Greece
IMF Working Papers, 2015 We construct a Financial Conditions Index (FCI) for Greece as a surveillance tool to quantify the degree of the stress in the financial sector. We use principal component analysis to capture the information content of several financial indicators through a single index.
Maral Shamloo, Jonathan Manning
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A New Macro-Financial Condition Index for the Euro Area [PDF]
SSRN Electronic Journal, 2021 Abstract A new time-domain decomposition for weakly stationary or trend stationary processes is introduced. The method is based on trigonometric polynomial modeling, and it is explicitly devised to disentangle medium to long-term and short-term fluctuations in macroeconomic and financial series.
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FINANCIAL VULNERABILITY AND INCOME INEQUALITY: NEW EVIDENCE FROM OECD COUNTRIES
Buletin Ekonomi Moneter dan Perbankan, 2019 This study explores, for the first time, how financial vulnerability affects income inequality across OECD countries, from 1990 to 2015. The empirics use a new financial vulnerability index constructed by Adrian and Duarte (2016).
Nicholas Apergis
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Asian Management and Business Review, 2023 The purpose of this study is to assess the condition of financial system stability in Indonesia both before and during the Covid-19 pandemic and to look at its relationship with economic growth.
Siswantoro Siswantoro
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