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Composite Indicator of Financial Stress for Portugal

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  • José Pedro Braga

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  • José Pedro Braga, 2014. "Composite Indicator of Financial Stress for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:s201401
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    References listed on IDEAS

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    1. Mishkin, Frederic S., 1990. "What does the term structure tell us about future inflation?," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 77-95, January.
    2. Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
    3. Scott Brave & R. Andrew Butters, 2011. "Monitoring financial stability: a financial conditions index approach," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 35(Q I), pages 22-43.
    4. Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.
    5. repec:ecb:ecbwps:20111426 is not listed on IDEAS
    6. Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    7. Mark Carlson & Kurt Lewis & William Nelson, 2014. "Using Policy Intervention To Identify Financial Stress," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 59-72, January.
    8. Scott Brave & R. Andrew Butters, 2010. "Gathering insights on the forest from the trees: a new metric for financial conditions," Working Paper Series WP-2010-07, Federal Reserve Bank of Chicago.
    9. Estrella, Arturo & Hardouvelis, Gikas A, 1991. "The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
    10. Cevik, Emrah Ismail & Dibooglu, Sel & Kenc, Turalay, 2013. "Measuring financial stress in Turkey," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 370-383.
    11. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Cláudia Duarte & Gabriela Castro, 2023. "The M Model: a macroeconomic model for the Portuguese economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    2. Omrani, Hashem & Valipour, Mahsa & Jafari Mamakani, Saeid, 2019. "Construct a composite indicator based on integrating Common Weight Data Envelopment Analysis and principal component analysis models: An application for finding development degree of provinces in Iran," Socio-Economic Planning Sciences, Elsevier, vol. 68(C).
    3. Laurent Maurin, 2019. "Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 19-45, February.
    4. Cristina Manteu & Sara Serra, 2017. "Impact of uncertainty measures on the Portuguese economy," Working Papers w201709, Banco de Portugal, Economics and Research Department.
    5. Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
    6. Alex Pienkowski, 2019. "A Three-Country Macroeconomic Model for Portugal," IMF Working Papers 2019/281, International Monetary Fund.

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