Bericht
A Financial Conditions Index for Norway
Financial conditions indexes (FCIs) may be useful tools for policymakers because they may have the ability to summarize overall financial conditions for households and companies and at the same time provide timely information on real economic activity. A monthly FCI for Norway is constructed by using principal components based on 13 financial variables. Real-financial linkages are examined by correlation analyses and by analyzing in- and out-of-sample fit of a regression model. Through this exercise the FCI is found to be a useful leading indicator of Norwegian GDP growth. Alternative FCIs are also considered, in particular an FCI based on variables purged of business cycle effects.
- ISBN
-
978-82-7553-613-4
- Sprache
-
Englisch
- Erschienen in
-
Series: Staff Memo ; No. 07/2011
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Vonen, Nikka Husom
- Ereignis
-
Veröffentlichung
- (wer)
-
Norges Bank
- (wo)
-
Oslo
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Bericht
Beteiligte
- Vonen, Nikka Husom
- Norges Bank
Entstanden
- 2011
Ähnliche Objekte (12)
Money and Credit in Norway
Robustifying Optimal Monetary Policy in Norway
Sticky Prices and Inflation Expectations in Norway
Exchange Rate Regimes in Norway 1816-2016
Countercyclical Capital Buffer Proposal: An Analysis for Norway
The Financial Accelerator and the Real Economy: A Small Macroeconometric Model for Norway with Financial Frictions
Credit, House Prices, and Risk Taking by Banks in Norway
On the Risk of a Fall in Household Consumption in Norway
The Pension Reform in Norway - a Useful Step, but More Funding Could be Beneficial
The Relationship Between the Key Policy Rate and Macroeconomic Variables: A Simple Cross-Check for Norway
Financial imbalances and medium-term growth-at-risk in Norway
Background Information, Annual Address 2012
Money and Credit in Norway
Robustifying Optimal Monetary Policy in Norway
Sticky Prices and Inflation Expectations in Norway
Exchange Rate Regimes in Norway 1816-2016
Countercyclical Capital Buffer Proposal: An Analysis for Norway
The Financial Accelerator and the Real Economy: A Small Macroeconometric Model for Norway with Financial Frictions
Credit, House Prices, and Risk Taking by Banks in Norway
On the Risk of a Fall in Household Consumption in Norway
The Pension Reform in Norway - a Useful Step, but More Funding Could be Beneficial
The Relationship Between the Key Policy Rate and Macroeconomic Variables: A Simple Cross-Check for Norway
Financial imbalances and medium-term growth-at-risk in Norway
Background Information, Annual Address 2012
Money and Credit in Norway
Robustifying Optimal Monetary Policy in Norway
Sticky Prices and Inflation Expectations in Norway
Exchange Rate Regimes in Norway 1816-2016
Countercyclical Capital Buffer Proposal: An Analysis for Norway
The Financial Accelerator and the Real Economy: A Small Macroeconometric Model for Norway with Financial Frictions
Credit, House Prices, and Risk Taking by Banks in Norway
On the Risk of a Fall in Household Consumption in Norway
The Pension Reform in Norway - a Useful Step, but More Funding Could be Beneficial
The Relationship Between the Key Policy Rate and Macroeconomic Variables: A Simple Cross-Check for Norway
Financial imbalances and medium-term growth-at-risk in Norway