Federal Reserve Bank of Chicago
Chicago Fed Letter
Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index
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.
Cite this item
Scott A. Brave & David L. Kelly, "Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index"
, Federal Reserve Bank of Chicago, Chicago Fed Letter, number 386, 2017.
Keywords: Financial conditions; financial markets
This item with handle RePEc:fip:fedhle:00075
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