Financial conditions index : early and leading indicator for Colombia?

This paper is an attempt at constructing a simple and effective macroprudential tool for policymakers. By integrating the joint occurrences of the main financial markets in Colombia into a single Financial Conditions Index (FCI), we hope to synthesize the information embedded in them regarding possi...

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Detalles Bibliográficos
Autores Principales: Gómez-González, Esteban, Murcia, Andrés, Zamudio-Gómez, Nancy Eugenia
Formato: Documento de trabajo (Working Paper)
Lenguaje:Inglés (English)
Publicado: Banco de la República de Colombia 2011
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/2098