The financial stability index (3) – Estimated by the Institute of Financial Studies
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References listed on IDEAS
- Dimitrios P. Louzis & Angelos T. Vouldis, 2013. "A financial systemic stress index for Greece," Working Papers 155, Bank of Greece.
- Giang Ho & Yinqiu Lu, 2013. "A Financial Conditions Index for Poland," IMF Working Papers 13/252, International Monetary Fund.
- Albulescu Claudiu Tiberiu, 2008. "Utilizarea unui indice agregat pentru măsurarea stabilităţii sectorului financiar din România," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
- Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
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More about this item
Keywordscomposite index; financial stress index; economic growth; VAR model; shortterm prediction;
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2019-05-20 (Business Economics)
- NEP-FDG-2019-05-20 (Financial Development & Growth)
- NEP-MAC-2019-05-20 (Macroeconomics)
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