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GDP nowcasting : a machine learning and remote sensing data-based approach for Bolivia

Bolivar, Osmar - In: Latin American journal of central banking : LAJCB 5 (2024) 3, pp. 1-25

This research introduces an innovative GDP nowcasting strategy tailored for developing countries, specifically addressing challenges related to limited data timeliness. The study centers on Bolivia, where the official monthly indicator of economic growth is released with a substantial delay of...

Persistent link: https://www.econbiz.de/10015078275

Machine learning methods for inflation forecasting in Brazil : new contenders versus classical models

Araújo, Gustavo Silva; Gaglianone, Wagner Piazza - In: Latin American journal of central banking : LAJCB 4 (2023) 2, pp. 1-29

In this paper, we explore machine learning (ML) methods to improve inflation forecasting in Brazil. An extensive out …-of-sample forecasting exercise is designed with multiple horizons, a large database of 501 series, and 50 forecasting methods, including new … are relevant to forecasting inflation. The set of top forecasts often includes forecast combinations, tree-based methods …

Persistent link: https://www.econbiz.de/10014382916

Federal Reserve communication and the COVID‐19 pandemic

Benchimol, Jonathan; Kazinnik, Sophia; Saadon, Yossi - In: The Manchester School 93 (2025) 5, pp. 464-484

In this study, we examine the Federal Reserve's communication strategies during the COVID-19 pandemic, comparing them with communication during previous periods of economic stress. Using specialized dictionaries tailored to COVID-19, unconventional monetary policy (UMP), and financial stability,...

Persistent link: https://www.econbiz.de/10015440951

Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach

Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - In: Journal of international economics 145 (2023), pp. 1-37

Persistent link: https://www.econbiz.de/10014480111

Can central bank speeches predict financial market turbulence? Evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique

Petropoulos, Anastasios; Siakoulis, Vasilis - In: Central Bank Review (CBR) 21 (2021) 4, pp. 141-153

speeches and translate into a sentiment index for forecasting the future financial markets behaviour. In our analysis, it is …

Persistent link: https://www.econbiz.de/10014547839

Economists in the 2008 financial crisis: Slow to see, fast to act

Levy, Daniel C.; Mayer, Tamir; Raviv, Alon - 2022

We study the economics and finance scholars' reaction to the 2008 financial crisis using machine learning language analyses methods of Latent Dirichlet Allocation and dynamic topic modelling algorithms, to analyze the texts of 14,270 NBER working papers covering the 1999-2016 period. We find...

Persistent link: https://www.econbiz.de/10014304174

Do commodity prices matter for global systemic risk? : evidence from ML variable selection

Stolbov, Michail I.; Shchepeleva, Maria - In: The Journal of finance and data science : JFDS 10 (2024), pp. 1-35

We identify robust predictors of global systemic risk proxied by conditional capital shortfall (SRISK) among a comprehensive set of commodity prices for the period between January 2004 and December 2021. The search is based on a battery of ML variable selection algorithms which apply both to...

Persistent link: https://www.econbiz.de/10015454393

Can central bank speeches predict financial market turbulence? : evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique

Petropoulos, Anastasios; Siakoulis, Vasilis - In: Central Bank review / Central Bank of the Republic of Turkey 21 (2021) 4, pp. 141-153

speeches and translate into a sentiment index for forecasting the future financial markets behaviour. In our analysis, it is …

Persistent link: https://www.econbiz.de/10012802256

Economists in the 2008 financial crisis : slow to see, fast to act

Levy, Daniel C.; Mayer, Tamir; Raviv, Alon - 2022 - Last revision: February 13, 2022

Persistent link: https://www.econbiz.de/10013161550

Is ESG investing an ‘equity vaccine’ in times of crisis? : evidence from the 2020 Wuhan Lockdown and the 2022 Shanghai Lockdown

Dai, Yuwen - In: Borsa Istanbul Review 22 (2022) 5, pp. 992-1004

In the literature on sustainable investing, most studies assume normal market conditions. However, research is limited regarding the specific role of sustainable investing during stressed market conditions. In this paper, we contribute to the literature by investigating the role of ESG investing...

Persistent link: https://www.econbiz.de/10013426739