Author: Francisco Nadal-De Simone
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 48
Book Description
A Monetary Conditions Index for New Zealand
Author: Francisco Nadal-De Simone
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 48
Book Description
New Zealand's Monetary Conditions Index
Author: James M. Stewart
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 4
Book Description
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 4
Book Description
What is the Monetary Conditions Index?
Author:
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 2
Book Description
Publisher:
ISBN:
Category : Inflation (Finance)
Languages : en
Pages : 2
Book Description
Survey Expectations of Monetary Conditions in New Zealand
Author: Leo Bonato
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 40
Book Description
Studies how policy signals are transmitted. Shows that surveyed expectations contain valuable information on the transmission of monetary policy.
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 40
Book Description
Studies how policy signals are transmitted. Shows that surveyed expectations contain valuable information on the transmission of monetary policy.
A Monthly Financial Conditions Index for New Zealand
Author: Miguel C. Herculano
Publisher:
ISBN:
Category : Finance
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages :
Book Description
A Study Into the Consequences of Using the Monetary Conditions Index as an Operational Target for Monetary Policy in New Zealand
Author: Robin Andrew Loomes
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 266
Book Description
Publisher:
ISBN:
Category : Monetary policy
Languages : en
Pages : 266
Book Description
Monetary Policy Statement
Author: Reserve Bank of New Zealand
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 122
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 122
Book Description
A Measure of Monetary Conditions
Author: Richard Dennis
Publisher:
ISBN:
Category : Economic history
Languages : en
Pages : 24
Book Description
Publisher:
ISBN:
Category : Economic history
Languages : en
Pages : 24
Book Description
A Financial Conditions Index for Greece
Author: Mr.Jonathan F Manning
Publisher: International Monetary Fund
ISBN: 1513518348
Category : Business & Economics
Languages : en
Pages : 29
Book Description
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. We also construct an alternative FCI by purging the business cycle and monetary policy effects on the input variables, and argue that this alternative index is a better indicator of exogenous financial shocks, and thus could be interpreted as a measure of the efficacy of transmission mechanism. We replicate the index for the euro area (EA) as a whole and show that although the developments in the EA were qualitatively in line with those in Greece, they were quantitatively much milder. Our results confirm that monetary transmission was less effective in Greece compared to the EA as a whole. Finally, we argue that our index can be a potentially useful forecasting tool for credit growth.
Publisher: International Monetary Fund
ISBN: 1513518348
Category : Business & Economics
Languages : en
Pages : 29
Book Description
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. We also construct an alternative FCI by purging the business cycle and monetary policy effects on the input variables, and argue that this alternative index is a better indicator of exogenous financial shocks, and thus could be interpreted as a measure of the efficacy of transmission mechanism. We replicate the index for the euro area (EA) as a whole and show that although the developments in the EA were qualitatively in line with those in Greece, they were quantitatively much milder. Our results confirm that monetary transmission was less effective in Greece compared to the EA as a whole. Finally, we argue that our index can be a potentially useful forecasting tool for credit growth.
Reserve Bank of New Zealand Bulletin
Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 404
Book Description
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 404
Book Description