A Financial Conditions Index for South Africa /
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 domes...
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| Muut tekijät: | , |
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2012.
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| Sarja: | IMF Working Papers; Working Paper ;
No. 2012/196 |
| Linkit: | Full text available on IMF |