Data
Central bankers share vision for ‘business as usual’ big data
Panellists offer advice on how to build the infrastructure for good data governance
BIS authors document ‘significant’ shifts in CDS risks
Credit default swaps market has changed “markedly” since 2008, authors say
Trump appears to pre-signal strong jobs data
US jobs report shows large increase in jobs and further drop in unemployment
UK statistics authority disagrees with BoE on snow impact
ONS says snow had limited impact on Q1 GDP, contradicting the BoE’s account
IMF releases world’s most comprehensive debt database
Data covers 190 countries and a wide range of instruments
Atlanta’s Bostic concerned by ‘proliferation of models’
Regional Fed chief says more needs to be done to understand machine learning
IMF unveils first vintage of macro-prudential data
Database is the first global source of information on macro-prudential institutions
High-frequency data could improve GDP estimates – RBI researchers
Initial data releases tend to be revised upwards, the authors find
Haldane envisages ‘iterative’ approach to advancing economics
Deductive and inductive approaches “need to share a broadly equal billing”, BoE chief economist says
Emerging markets still taking on dollar debts, BIS data shows
Rapid growth in credit to emerging markets echoed by broader rises in global liquidity
Bank of Lithuania improves data accessibility in new website
Redesign offers videos and infographics to explain key policies; audience has increased by 10%
Claims on offshore centres at record high – BIS data
Overall cross-border claims “gained momentum” in Q4 2017
BoE goes granular with data experiment
UK central bank announces successful data proof of concept
Growth in the digital economy has scrambled statistics – IMF paper
Countries may have been understating GDP growth, while overstating inflation, IMF analysis reveals
High-frequency data helps capture ‘psychological subtlety’ – BoJ paper
Study of “tick-by-tick” data finds markets have become more sensitive
IMF unveils new data strategy
Fund sets out first ever “overarching strategy” on data
Neural network learns ‘universal model’ for stock-price moves
Relationships between order flow and price “are stable through time, and across stocks and sectors”
Measuring Venezuela’s hyperinflation
Steve Hanke warns economists risk mismeasuring inflation in Venezuela by using CPI methodology
Solving the owner-occupied housing puzzle
A group of researchers has outlined what they see as a better method of integrating owner-occupied housing into the CPI
UK figures reveal 1.47 million people out of work
While the employment rate has continued to rise, the rate of unemployment has increased by the sharpest level in almost five years
UK inflation refuses to budge from 3%
Despite a decline in oil price pressure, UK inflation remains at December 2017 levels
Inflation falls in the euro area despite stronger growth
Annual price increases expected to fall to 1.3% in January, Eurostat says
Rebased ‘Maddison’ data reshapes economic history
New approach to measuring GDP per capita generates fresh insights
Big data can give valuable labour market signal – Fed paper
High-frequency private payroll data is useful in forecasting the labour market, researchers find