The financial stability index estimated by the Institute of Financial Studies

The financial stability index estimated by the Institute of Financial Studies

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In each issue of the Financial Studies Review, we update and publish the Financial Stability Index (FSI) of our Institute of Financial Studies, which tracks the correlation between economic growth and macroeconomic and financial factors in Romania. We constructed a composite index using a linear c...

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Bibliographic Details
Main Authors: Ion Stancu, Andrei Tudor Stancu, Iulian Panait
Format: Article
Language:English
Published: Institutul de Studii Financiare 2018-04-01
Series:Revista de Studii Financiare
Subjects:
composite index
financial stress index
economic growth
VAR model
short-term prediction
Online Access:https://revista.isfin.ro/wp-content/uploads/2018/05/4_Financial-Stability-Index-by-ISF-4_EN-1.pdf

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