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Federal Reserve Bank of Chicago
Chicago Fed Letter
Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index
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.


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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.
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Keywords: Financial conditions; financial markets
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