Macroeconomic Nowcasting and Forecasting with Big Data
macroeconomic conditions—the basis for making informed economic and policy decisions. Handling large and complex data sets was a challenge that macroeconomists engaged in real-time analysis faced long before “big data” became pervasive in other disciplines.
Download Macroeconomic Nowcasting and Forecasting with Big Data
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
Documents from same domain
Federal Reserve Bank of New York - Economic …
www.newyorkfed.orgCredit risk modeling procedures are driven importantly by a bank’s underlying definition of “credit losses” and the “planning horizon” over which such losses are measured.
Federal reserve bank of new york, Federal, Reserve, Bank, York, Risks, Direct, Modeling, Credit risk modeling
June 10, 2015 - Federal Reserve Bank of New York
www.newyorkfed.orgJune 10, 2015 . TMPG Releases Updated Best Practice Guidance to Address Automated Trading . The Treasury Market Practices Group …
Federal reserve bank of new york, Federal, Reserve, Bank, York, 2015, June, Trading, June 10
Staff Accounting Bulletin No. 98
www.newyorkfed.orgamended by adding Staff Accounting Bulletin No. 98 to the table found in Subpart B. Staff Accounting Bulletin No. 98 The staff hereby amends the following in the Staff Accounting Bulletin Series: (a) Topics 1.B.2 and 1.B.3, regarding the allocation of expenses and related ...
Staff, Accounting, Bulletin, Staff accounting bulletin no, Staff accounting bulletin
Policy Analysis Using DSGE Models: An Introduction
www.newyorkfed.org24 Policy Analysis Using DSGE Models: An Introduction outcomes makes the models dynamic and assigns a central role to agents’ expectations in the determination of current
Policy, Analysis, Introduction, Using, Model, An introduction, Policy analysis using dsge models, Dsge
Negative Swap Spreads - newyorkfed.org
www.newyorkfed.orgswap interest rates for a specific period, typically with one rate fixed and the other an agreed-upon floating rate, such as the three-month Libor (London interbank offered rate). At $288 trillion outstanding in notional value,1 the interest rate swap market is the largest over-the-counter
Firm Value and Cross-Listings: The Impact of Stock Market ...
www.newyorkfed.orglisting in such market may bring, cross listing in a location with lower prestige may send a negative signal to investors, which could then be reflected adversely in the value of the firm. Using a methodology common in network analysis, we are able to derive a time-varying
Cross, Value, Impact, Firm, Listing, The impact, Firm value and cross listings
Federal Reserve System
www.newyorkfed.orgFederal Reserve System 12 CFR Parts 223 and 250 Transactions Between Banks and Their Affiliates; Proposed Rule Applicability of Section 23A of the Federal Reserve Act to the Purchase of Securities From Certain Affiliates; Final Rule Loans and Extensions of Credit Made by a Member Bank to a Third
Federal, Reserve, System, Federal reserve system, The federal reserve
Unemployment Benefits and Unemployment in the Great ...
www.newyorkfed.orgUnemployment Benefits and Unemployment in the Great Recession: The Role of Macro Effects. Marcus Hagedorn, Fatih Karahan, Iourii Manovskii, and Kurt Mitman ... unemployment insurance, unemployment, employment, vacancies, wages, search, ... on market work, they subsidize unemployment and discourage labor supply. This may o set
Benefits, Search, Insurance, Unemployment, Work, Unemployment benefits and unemployment in, Unemployment insurance
Volume 14, Number 4 June 2008 FEDERAL RESERVE BANK …
www.newyorkfed.orgThe Changing Nature of the U.S. Balance of Payments Rebecca Hellerstein and Cédric Tille Earnings on cross-border investments figure only marginally in net estimates of the U.S. current
Federal, Reserve, Bank, Balance, June, Payments, Number, 2008, Balance of payments, Number 4 june 2008 federal reserve bank
The Balance of Payments Crisis in the Euro Area Periphery
www.newyorkfed.orgtrends in periphery competitiveness.) Lower import spending also contributed to the closing of current account deficits in Italy, Portugal, and especially Greece.
Balance, Payments, Crisis, The balance of payments crisis in
Related documents
Lecture notes for Macroeconomics I, 2004
www.econ.yale.eduIn other macroeconomic topics, such as monetary economics, labor, flscal policy, and asset pricing, the Solow model is also commonly used. Then, other aspects need to be added to the framework, but Solow’s one-sector approach is still very useful for talking about the macroeconomic …
Macroeconomics, Lecture, Notes, Policy, 2004, Lecture notes for macroeconomics i
Working Paper No. 891 - Levy Economics Institute
www.levyinstitute.orgmacroeconomic models integrating real markets with flow-of-funds analysis had been particularly successful in predicting the Great Recession of 2007–9. We introduce the general features of the SFC approach for a closed economy, showing how the core model has been extended to address issues such as financialization and income distribution.
Macroeconomic challenges and adjustments
www.treasury.gov.zaMacroeconomic challenges and adjustments The South African economy is expected to grow more ... The ultimate goals of South African economic policy are poverty reduction and human development. But human development also plays an important part …
Central Bank Digital Currency and Banking: Macroeconomic ...
www.bankofcanada.capolicy concern is that a CBDC, by competing with banks for deposit funding, could crowd out banking and reduce output—a point discussed in recent reports by the International Monetary Fund (Mancini-Griffoli et al., 2018) and the report by the Committee on Payments and Market Infrastructures of the Bank for International Settlements (2018).
Fiscal policy, public debt and monetary policy in emerging ...
www.bis.orgregimes. As is well known, when the exchange rate is fixed, fiscal policy is often the sole macroeconomic instrument that the authorities can use to address output volatility. But there was a view that, to mitigate risks to the fixed exchange rate regime, countercyclical fiscal policy should be used sparingly and only under exceptional ...
Macroeconomics, Policy, Public, Monetary, Debt, Public debt and monetary policy
The Global Macroeconomic Impacts of COVID-19: Seven …
www.brookings.eduMar 02, 2020 · which makes it difficult for policymakers to formulate an appropriate macroeconomic policy response. In order to better understand possible economic outcomes, this paper explores seven
Philippine Macroeconomic Issues And Their Causes
www.econstor.euG. Sicat, Philippine Macroeconomic Issues Page 4 of 30 Last printed 11/3/2006 2:27:00 PM On the goods side, the gradual evolution of the economy’s trade and industrial policy forced a restructuring of the industrial sector. This liberalization of the economy was accompanied by the enlarging role of ASEAN economic cooperation through the
Macroeconomics, Policy, Their, Issue, Causes, Philippine, Philippine macroeconomic issues and their causes
MACROECONOMIC IMPLICATIONS OF COVID-19
www.nber.orgpolicy, as long as it is unimpeded by the zero lower bound, can have magnified effects, by preventing firm exits. Turning to optimal policy, closing down contact-intensive sectors and providing full insurance payments to affected workers can achieve the first-best allocation,
Macroeconomics, Policy, Implications, Covid, Macroeconomic implications of covid 19
The macroeconomic impact of artificial intelligence
www.pwc.co.ukMacroeconomic impact of artificial intelligence 2 1.2. Research methodology Estimating the global economic impact of AI is a pressing and challenging task. As a result, we have used a complex, multi-stage modelling approach that focussed on …
Macroeconomic Theory - SSCC
www.ssc.wisc.eduMacroeconomic Theory Dirk Krueger1 Department of Economics University of Pennsylvania January 26, 2012 1I am grateful to my teachers in Minnesota, V.V Chari, Timothy Kehoe and Ed-ward Prescott, my ex-colleagues at Stanford, Robert Hall, Beatrix Paal and Tom Sargent, my colleagues at UPenn Hal Cole, Jeremy Greenwood, Randy Wright and