Forecasting Inflation with a Financial Conditions Index: The Case of Singapore

Forecasting Inflation with a Financial Conditions Index: The Case of Singapore

This paper explores whether a financial conditions index (FCI) can serve as a good predictor of inflation and hence, a useful guide to monetary policy in the context of Singapore by constructing an index that comprises interest rates, exchange rates, credit expansions, stock prices and house prices....

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Bibliographic Details
Main Author: CHOW, Hwee Kwan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Financial conditions index
monetary VAR model
inflation forecast performance
monetary policy
Asian Studies
Econometrics
Finance
Online Access:https://ink.library.smu.edu.sg/soe_research/1520
https://doi.org/10.1142/S2010495213500097
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1520
https://doi.org/10.1142/S2010495213500097

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