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Regular version of the site

Article

A Financial Stability Index for Israel

Procedia Computer Science. 2014. Vol. 31. P. 985-994.
Vadim Arzamasov, Penikas H. I.

An integral financial stability index is constructed using Israel macroeconomic data. Approaches relying  on the use of dependent variable as well as principal component mathod and its modifications are examined. Obtained indexes are compared in terms of their forecast quality. In case of no dependent variable structural shift is analyzed.