Angelopoulou, Elina, Balfoussia, Hiona, and Gibson, Heather D. (2014) Building a financial condition index for the euro area and select euro area countries. What does it tell us about crisis? Economic Modelling 38 (C), 392–403.
Beaton, Kinmberly, Lalonde, René, and Lu, Corinne (2009) A Financial Conditions Index for the United States. Discussion paper 2009–11, Bank of Canada, Ottawa.
Benchimo, Jonathana and Fourans, André (2016) Money and monetary policy in the Eurozone: An empirical analysis during crises. Macroeconomic Dynamics 21 (3), 677–707.
Blot, Christophe, Creel, Jérome, Hubert, Paul, and Labondance, Fabien (2016) The Impact of ECB Policies on Euro Area Investment. Sciences Po.
Born, Benjamin, Ehrmann, Michael, and Fratzscher, Marcel (2012) Macroprudential policy and central bank communication. International Finance 15 (2), 179–203.
Brave, Scott and Butters, R. Andrew (2011) Monitoring Financial Stability: A Financial Conditions Index Approach. Economic perspectives, first quarter, Federal Reserve Bank of Chicago, 22–43.
Carlson, Mark, Lewis, Kurt, and Nelson, William (2014) Using policy intervention to identify financial stress. International Journal of Finance & Economics 19 (1), 59–72.
COM (2014) A reformed financial sector for Europe. Communication from the Commission to the European Parliament, the Council, the European Economic and Social Committee and the Committee of the Regions, 279 final.
Dudley, William and Hatzius, Jan (2000) The Goldman Sachs Financial Conditions Index: The Right Tool for a New Monetary Policy Regime. Global economics paper 44.
ECB (2009) A Global Index of Financial Turbulence. Financial stability review, December, 21–23.
ECB (2012) Heterogeneity in euro area financial conditions and policy implications. Monthly Bulletin August, 63–75.
Eichengreen, Barry (2012) Europe's Vicious Spirals. Project Syndicate, January, 11.
Eickmeier, Sandra and Hofmann, Boris (2013) Monetary policy, housing booms, and financial (im)balances. Macroeconomic Dynamics 17 (4), 830–860.
Engler, Philipp, Ganelli, Giovanni, Tervala, Juha, and Voigts, Simon (2017) Fiscal devaluation in a monetary union. IMF Economic Review 65 (2), 241–272.
English, William, Tsatsaronis, Kostas, and Zoli, Edda (2005) Assessing the predictive power of measures of financial conditions for macroeconomic variables. BIS Papers 22, 228–252.
Erdem, Magdalena and Tsatsaronis, Kostas (2013) Financial conditions and economic activity: A statistical approach. International Banking and Financial Market Developments 3, 37.
Fotheringham, A. Stewart, Brunsdon, Chris, and Charlton, Martin (2002) Geographically Weighted Regression – The Analysis of Spatially Varying Relationships. Chichester, UK: Wiley.
Gauthier, Céline, Graham, Christopher, and Liu, Ying (2004) Financial Conditions Indexes for Canada. Bank of Canada working paper 22.
Gilchrist, Simon, Yankov, Vladimir, and Zakrajsek, Egon (2009) Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets. Journal of Monetary Economics 56 (4), 471–493.
Giordani, Paolo, Kiers, Henk AL, and Del Ferraro, Maria Antonietta (2014) Three-way component analysis using the R package ThreeWay. Journal of Statistical Software 57 (7), 1–23.
Gollini, Isabella, Binbin, Lu, Martin, Charlton, Christopher, Brunsdon, and Paul, Harris (2015) GWmodel: An R package for exploring spatial heterogeneity using geographically weighted models. Journal of Statistical Software 63, 17.
Harris, Paul, Brunsdon, Chris, and Charlton, Martin (2011) Geographically weighted principal components analysis. International Journal of Geographical Information Science 25, 1717–1736.
Harris, Paul, Annemarie, Clarke, Steve, Juggins, Chris, Brunsdon, and Martin, Charlton (2015) Enhancements to a geographically weighted principal component analysis in the context of an application to an environmental data set. Geographical Analysis 47, 146–172.
Hatzius, Jan, Hooper, Perter, Mishkin, Frederic, Schoenholtz, Kermit, and Watson, Mark (2010) Financial Conditions Indexes: A Fresh Look After the Financial Crisis. NBER working paper 16150.
Hollo, Daniel, Kremer, Manfred, and Lo Duca, Marco (2011) Ciss-A Composite Indicator of Systemic Stress in the Financial System. ECB working paper series 1426.
Jolliffe, I.T. (2002) Principal Component Analysis. New York, NY: Springer.
Kiers, Henk A.L. (2000) Towards a standardized notation and terminology in multiway analysis. Journal of Chemometrics 14, 105–122.
Kroonenberg, Peter M. (1983) Three-Mode Principal Component Analysis: Theory and Applications. Leiden: DSWO.
Kroonenberg, Peter M. (2008) Applied Multiway Data Analysis. Hoboken: John Wiley and Sons.
Matheson, Troy D. (2012) Financial conditions indexes for the United States and euro area. Economic Letters 115 (3), 441–446.
Mayes, David G. and Virén, Matti (2002) Financial conditions indexes. International Economics 55 (4), 521–550.
Osorio, Carolina, Unsal, Feliz, and Pongsaparn, Runchana (2011) A Quantitative Assessment of Financial Conditions in Asia. IMF working paper 110–170.
Darracq Paries, Matthieu, Maurin, Laurent, and Moccero, Diego (2014) Financial condition index and credit supply shock for the euro area. ECB working paper 1644.
Postiglione, Paolo M. Andreano, Simona, and Benedetti, Roberto (2013) Using constrained optimization for the identification of convergence clubs. Computational Economics 42, 151–174.
Rosenberg, Michael (2009). Financial Conditions Watch. Bloomberg.
Schinasi, Garry J. (2004). Defining Financial Stability. IMF working paper 128–190.
Shambaugh, Jay C. (2012) The euros three crises. Brookings Papers on Economic Activity 43, 157–231.
Stiglitz, Joseph E. (2010). The Stiglitz report. Reforming the international monetary and financial systems in the wake of the global crisis. UN Commission of Financial Experts, United Nations.
Stock, James H., and Watson, Mark W. (2016) Dynamic factor models, factor-augmented vector autoregressions, and structural vector autoregressions in macroeconomics. Handbook of Macroeconomics 2, 425–525.
Tucker, Ledyard R. (1966) Some mathematical notes on three-mode factor analysis. Psychometrika 31 (3), 279–311.
Van Roye, Bjorn (2011) Financial Stress and Economic Activity in Germany and the Euro Area. Kiel Institute for the World Economy working paper 1743.
Wacker, Kostantin, Lodge, David, and Nicoletti, Giulio (2014) Measuring Financial Conditions in Major Non-Euro Area Economies. Working paper 1743, European Central Bank.