Economic modelling
Paper uses machine learning to nowcast GDP in Lebanon
Analysis is a ‘distinct challenge’ in the country on account of data lags
RBNZ tweaks forecasting models and cuts key rate
Reserve Bank of New Zealand cuts rates by 25bp to 2.25% in attempt to prevent inflation expectations from falling further
BoJ’s Nakaso sees analytical challenge in gauging reforms
Debate continues between demand- and supply-side theories
Financial variables improve output gap estimates, BoE paper finds
Measure gives policy-makers better early-warning indicators
Research considers impact of fiscal consolidation on debt-to-GDP ratio
Working paper published by ECB analyses different types of consolidation
Research considers why macroeconomic announcements impact asset prices
Working paper published by ECB weighs ‘intrinsic value’
Kansas Fed researchers bridge gap between forward guidance data and theory
Working paper tests theoretical model against empirical findings
BIS paper says trade finance impacts global spillovers
Working paper emphasises importance of trade finance when modelling global shocks
ECB paper quantifies spillover from sovereign to corporate credit risk
Research studies direct spillover effects in the aftermath of the first Greek bailout