Search 2,830 records for:

We propose a flexible machine learning (ML) framework for real-time transaction monitoring in high-value payment systems (HVPS), which are central to a country's financia[...]

From 2000-2006 U.S. house prices and mortgage credit grew while the relative cost of mortgage credit fell – particularly for privately securitized mortgages – suggesting [...]

We propose a portfolio-balance model of the yield curve in which inflation is determined through an interest rate rule that satisfies the Taylor principle. Because arbitr[...]

How does unsecured consumer credit impact the effectiveness of unemployment insurance (UI) in insuring households against idiosyncratic and aggregate risk over the busine[...]

We study an heterogenous asset pricing model in which different classes of investors coexist and evolve, switching among strategies over time according to a fitness measu[...]

The Themed Issue Machine Learning for Economic Policy consists of 12 papers at the intersection of machine learning, nontraditional data sources and economic policymaking[...]

Job applications have risen over time, yet job-finding rates remain unchanged. Meanwhile, separations have declined. We argue that increased applications raise the probab[...]

This study reevaluates crude oil price forecasts from state-of-the-art VAR models (Baumeister et al., 2022). Unlike Baumeister et al., who use the average-price no-change[...]

This repository contains the data, code, and documentation for reproducing the Tables and Figures in the paper. (2025-01-20)

Replication data for peer-reviewed arti[...]

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