Real-time measurement of business conditions

SB Aruoba, FX Diebold, C Scotti - Journal of Business & Economic …, 2009 - Taylor & Francis
We construct a framework for measuring economic activity at high frequency, potentially in
real time. We use a variety of stock and flow data observed at mixed frequencies (including …

[PDF][PDF] Using payment system data to forecast economic activity

V Aprigliano, G Ardizzi, L Monteforte - 60th issue (October 2019) of the …, 2019 - ijcb.org
Payment systems trace economic transactions; they could therefore be considered important
indicators of economic activity. This paper describes the monthly data available on Italy's …

A mixed frequency approach to the forecasting of private consumption with ATM/POS data

C Duarte, PMM Rodrigues, A Rua - International Journal of Forecasting, 2017 - Elsevier
The recent worldwide development and widespread use of electronic payment systems has
provided an opportunity to explore new sources of data for the monitoring of macroeconomic …

Macroeconomic predictions using payments data and machine learning

JTE Chapman, A Desai - Forecasting, 2023 - mdpi.com
This paper assesses the usefulness of comprehensive payments data for macroeconomic
predictions in Canada. Specifically, we evaluate which type of payments data are useful …

Using payments data to nowcast macroeconomic variables during the onset of COVID-19

J Chapman, A Desai - 2021 - bankofcanada.ca
We consider the effectiveness of stabilization policy when the zero lower bound (ZLB) is a
relevant constraint on conventional monetary policy by relaxing the assumption of rational …

The impact of Fintech penetration and governance quality on financial development

MPY Leong, CJ Lim, CY Lim, MX Ng - 2024 - eprints.utar.edu.my
The importance of digital financial technology (FinTech) as a fundamental driver of
advancing economic development is widely acknowledged. Nevertheless, salient questions …

Methods and systems to quantify and index sentiment risk in financial markets and risk management contracts thereon

GC Guzman, L Klein - US Patent 11,587,172, 2023 - Google Patents
G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY
ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR …

[图书][B] Revisions to Economic Statistics and Their Impact on Policymaking

P Cross - 2017 - cdhowe.org
Its books, Commentaries and E-Briefs undergo a rigorous two-stage review by internal staff,
and by outside academics and independent experts. The Institute publishes only studies that …

Real-time measurement of business conditions, second version

SB Aruoba, FX Diebold, C Scotti - 2008 - papers.ssrn.com
We construct a framework for measuring economic activity at high frequency, potentially in
real time. We use a variety of stock and flow data observed at mixed frequencies (including …

Chasing yesterday: nowcasting economic activity with timely indicators

P Smith - 2016 - stax.strath.ac.uk
Abstract The thesis Chasing Yesterday: Nowcasting Economic Activity with Timely Indicators
presents three separate essays rooted in the topic of nowcasting that have been written …