C - Mathematical and Quantitative Methods
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Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds
What are the main drivers behind the monetary policy reaction function of the People’s Bank of China? -
Qualitative Field Research in Monetary Policy Making
Central banks conduct research involving in-depth interviews with external parties—but little is known about how this information affects monetary policy. We address this gap by analyzing open-ended interviews with senior central bank economic and policy staff who work closely with policy decision-makers. -
Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19
We use retail payment data in conjunction with machine learning techniques to predict the effects of COVID-19 on the Canadian economy in near-real time. Our model yields a significant increase in macroeconomic prediction accuracy over a linear benchmark model.
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