Arbeitspapier
Financial Conditions Indexes for Asian Economies
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. Various financial stress indicators are included, allowing the constructed Financial Condition Index to capture important episodes in each economy's financial history. The predictive power of the constructed FCIs is higher than that of benchmark AR models and they generally outperform single financial indicators. A decomposition of the FCIs sheds light on particular sources of financial stress. A regional FCI based on the individual economy FCIs is also constructed.
- Sprache
-
Englisch
- Erschienen in
-
Series: ADB Economics Working Paper Series ; No. 333
- Klassifikation
-
Wirtschaft
Financial Markets and the Macroeconomy
International Finance Forecasting and Simulation: Models and Applications
Financial Forecasting and Simulation
- Thema
-
financial conditions index
Asia
principal component analysis
Finanzsektor
Wirtschaftsindikator
Vergleich
Hongkong
China
Japan
Südkorea
Malaysia
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Debuque-Gonzales , Margarita
Gochoco-Bautista, Maria Socorro
- Ereignis
-
Veröffentlichung
- (wer)
-
Asian Development Bank (ADB)
- (wo)
-
Manila
- (wann)
-
2013
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 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
- Arbeitspapier
Beteiligte
- Debuque-Gonzales , Margarita
- Gochoco-Bautista, Maria Socorro
- Asian Development Bank (ADB)
Entstanden
- 2013
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