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Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index


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.

Keywords: Financial conditions; financial markets;

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Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Chicago Fed Letter

Publication Date: 2017

Order Number: 386