We present a new estimation of business opening and closure rates using data from Google Places—the data set behind the Google Maps service. Our algorithm, through a bise[...]

I construct a new composite measure of systemic financial market stress for Canada. Compared with existing measures, it better captures the 1990 housing market correction[...]

We introduce a new real-time method to measure business opening and closure rates by relying on Google Places, the data behind the Google Maps platform. We collect data o[...]

This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a mo[...]

We use logit and Markov switching models to assess, in (pseudo-)real-time, the ability of 27 indicators to predict systemic financial crises in the European Union. Before[...]

We investigate high-frequency impacts of macroprudential policy announcements using novel Canadian daily data. Lender-side tightening announcements reduce large banks’ pe[...]

This paper presents a novel ensemble supervised learning classification model designed for the early detection of financial stability anomalies. In particular, we utilise[...]

An online parameter estimation via filtering recursions is constructed to support a data-analytics scheme in the predictive domain. Multivariate financial market indices [...]

This is the replication package for "The Origin of the State: Land Productivity or Appropriability? Comment," accepted in 2025 by the Journal of Political Economy.

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Supplementary data for peer-reviewed article published in European Journal of Control. Paper published online June 12, 2020. When citing this dataset, please also cite th[...]