A Financial Conditions Index for South Africa

Working Paper No. 12/196

Nopic
The main purpose of this paper is to construct a financial conditions index (FCI) for South Africa. The analysis extracts the index by applying two alternative approaches (principal component analysis and Kalman filter), which identify an unobservable common factor from a group of external and domestic financial indicators. The alternative... READ MORE...

Publication date: August 2012
ISBN 9781475505450
$18.00

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Publication date: August 2012

English