منابع مشابه
A Financial Stability Index for Israel
An integral financial stability index is constructed using Israel macroeconomic data. Approaches relying on the use of dependent variable as well as principal component method and its modifications are examined. Obtained indexes are compared in terms of their forecast quality. In the case of no dependent variable the influence of structural shift is analyzed. © 2014 The Authors. Published by El...
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ژورنال
عنوان ژورنال: Journal of Central Banking Theory and Practice
سال: 2021
ISSN: 2336-9205
DOI: 10.2478/jcbtp-2021-0018