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Asia-Pacific Regional Outlook

Asia-Pacific Regional Outlook »

Source: Asia-Pacific Regional Outlook

Volume/Issue: 2005/075

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2005

ISBN: 9781498330961

Keywords: Asia and Pacific, Current account, Economic conditions, Economic growth, Exchange rates, Economic integration, Financial statistics, Price indexes, Financial crises, WEO

Looking ahead, prospects are relatively bright. Regional growth is expected to amount to 6 percent both this year and next, propelled by vigorous exports and strong domestic demand in China and India. Meanwhile, he...

A Quantitative Assessment of Financial Conditions in Asia

A Quantitative Assessment of Financial Conditions in Asia »

Source: A Quantitative Assessment of Financial Conditions in Asia

Volume/Issue: 2011/170

Series: IMF Working Papers

Author(s): Carolina Osorio Buitron , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462314331

Keywords: Financial sector, Economic growth, Economic conditions, Asia, Forecasting models, Gross domestic product, Global Financial Crisis 2008-2009, Financial conditions index, VAR, Dynamic Factor Analysis

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting...

Asia-Pacific Regional Outlook

Asia-Pacific Regional Outlook »

Volume/Issue: 2005/075

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 2005

DOI: http://dx.doi.org/10.5089/9781498330961.007

ISBN: 9781498330961

Keywords: Asia and Pacific, Current account, Economic conditions, Economic growth, Exchange rates, Economic integration, Financial statistics, Price indexes, Financial crises, WEO

Looking ahead, prospects are relatively bright. Regional growth is expected to amount to 6 percent both this year and next, propelled by vigorous exports and strong domestic demand in China and India. Meanwhile, he...

A Quantitative Assessment of Financial Conditions in Asia

A Quantitative Assessment of Financial Conditions in Asia »

Volume/Issue: 2011/170

Series: IMF Working Papers

Author(s): Carolina Osorio Buitron , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

DOI: http://dx.doi.org/10.5089/9781462314331.001

ISBN: 9781462314331

Keywords: Financial sector, Economic growth, Economic conditions, Asia, Forecasting models, Gross domestic product, Global Financial Crisis 2008-2009, Financial conditions index, VAR, Dynamic Factor Analysis

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting...