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Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index

Author

Listed:
  • Scott A. Brave
  • David L. Kelly

Abstract

This article introduces improvements to the adjusted National Financial Conditions Index (ANFCI). Compared with the previous version, the new ANFCI uses an enhanced estimation procedure with a broader set of macroeconomic adjustment variables and produces a longer time series history.

Suggested Citation

  • Scott A. Brave & David L. Kelly, 2017. "Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index," Chicago Fed Letter, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhle:00075
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    File URL: https://www.chicagofed.org/~/media/publications/chicago-fed-letter/2017/cfl386-pdf.pdf
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    Citations

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    Cited by:

    1. Shiyi Wang, 2019. "Capital Flow Volatility: The Effects of Financial Development and Global Financial Conditions," 2019 Papers pwa945, Job Market Papers.
    2. Ernest Gnan & Maria Teresa Valderrama & Walter Waschiczek, 2019. "Financing conditions in Austria since the introduction of the euro," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 19/Q1-Q2, pages 57-70.
    3. Altunok, Fatih & Mitchell, Karlyn & Pearce, Douglas K., 2020. "The trade credit channel and monetary policy transmission: Empirical evidence from U.S. panel data," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 226-250.

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    Keywords

    Financial conditions; financial markets;

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