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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 , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462314331

Keywords: Financial conditions index, VAR, Dynamic Factor Analysis, exchange rate, stock market, effective exchange rate, nominal effective exchange rate, bond, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy

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...

The Treatment of Nonperforming Loans in Macroeconomic Statistics

The Treatment of Nonperforming Loans in Macroeconomic Statistics »

Source: The Treatment of Nonperforming Loans in Macroeconomic Statistics

Volume/Issue: 2001/209

Series: IMF Working Papers

Author(s): Cornelis Gorter , and Adriaan Bloem

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451874754

Keywords: General statistics, loan accounting, interest, debt, nonperforming loans, creditor, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data,

This paper seeks to promote discussion on the treatment of nonperforming loans in macroeconomic statistics. After reviewing current recommendations in international statistical manuals and the guidelines provided b...