A New Index to Measure U.S. Financial Conditions

Andrea Ajello · Michele Cavallo · Giovanni Favara · William B. Peterman · John W. Schindler · Nitish Ranjan Sinha

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency Global Financial Crisis and Policies

Abstract

This note proposes a new index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the FRB/US model generally relates key financial variables to economic activity.

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1987Parsimonious Modeling of Yield Curves 2012Credit Spreads and Business Cycle Fluctuations 2007The U.S. Treasury yield curve: 1961 to the present 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994 2014The FRB/US Model: A Tool for Macroeconomic Policy Analysis 2018Overview of the Changes to the FRB/US Model (2018)

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