Super interesting!
"The liquidity state dependence of monetary policy transmission" by Oliver Ashtari-Tafti, Rodrigo Guimaraes, Gabor Pinter, and Jean-Charles Wijnandts.
"Monetary policy shocks often have large effects on long-term interest rates, but the strength of this…
📢New JI WP from Prof. Oliver Linton, Dr. Linqi Wang & Prof. C.M. Hafner: 'The Effect of Stock Splits on Liquidity in a Dynamic Model'
➡Download the paper here:
janeway.econ.cam.ac.uk/publication/ji…
📈The dataset of high frequency monetary policy surprises from today's SWP is publicly available on the paper's webpage. Full details + data going back to 1997📉
bankofengland.co.uk/working-paper/…
Shared by the authors as a public good for empirical monetary policy researchers. [Please RT]
📈The dataset of high frequency monetary policy surprises from today's SWP is publicly available on the paper's webpage. Full details + data going back to 1997📉
bankofengland.co.uk/working-paper/…
Shared by the authors as a public good for empirical monetary policy researchers. [Please RT]
📢 NEW PUBLICATION by C.M. Hafner, O.B. Linton, L. Wang: 'Dynamic Autoregressive Liquidity (DArLiQ)'
Abstract below & read the paper here:
janeway.econ.cam.ac.uk/publication/dy…
🧵SWP 1045 by Rodrigo Guimaraes, Gabor Pinter + Jean-Charles Wijnandts (all BoE) explores how bond market liquidity affects how long-term treasury yields reacts to US monetary policy shocks.
bankofengland.co.uk/working-paper/…
🚨The Global Credit Project is live!🚨
Tracking the allocation of credit across sectors for > 100 countries since 1940.
globalcreditproject.com
Based on “Credit Allocation and Macroeconomic Fluctuations”, joint with @EmilVerner, forthcoming in the @RevEconStudies.
A thread.
A forthcoming publication by L. Wang (@CamEcon) & F. Vrins proposes a new short-rate process combining the advantages of the Vasicek and CIR dynamics which is flexible, tractable and displays positive skewness without imposing a strict lower bound.
janeway.econ.cam.ac.uk/publication/as…
nber.org/digest/202209/…@fang_leon
Many thanks to @nberpubs for featuring our work on inflation hedging properties of major asset classes. We show that separating energy from core inflation is crucial. Yesterday's market reaction to the surprise CPI print is case in point.
1/n
🧵We have several openings suitable for those who have just got or are close to getting their PhD! Come and join our team working in either the Monetary Analysis or International Directorates. [PLEASE RT]
I'm not objective, but Diego is objectively a star.
Solo AER macro time series, cool (if I may say) JME RR macro theory, widely cited EER w/ micro data during COVID.
Outstanding JMP blending all 3 lodes to address 2 hot issues, climate & inequality.
Talk to him, you'll see.
I'm not objective, but Diego is objectively a star.
Solo AER macro time series, cool (if I may say) JME RR macro theory, widely cited EER w/ micro data during COVID.
Outstanding JMP blending all 3 lodes to address 2 hot issues, climate & inequality.
Talk to him, you'll see.
Peer reviewers are often careless, but they’re not ignorant. Which means, if a referee misunderstands something crucial, you should assume it’s your fault. Your writing needs to be so clear that even a lazy reader doesn’t miss the point.
#EconTwitter#AcademicTwitter
I just learned something kind of cool about the NY Times. For many of their articles, they produce multiple headlines. They A/B test the headlines in the morning and then run with the winner for the rest of the day.
Après le Prof. Holmström (Prix Nobel Économie 2016), c'est le Prof. Diamonds (Prix Nobel Économie 2010) qui est à l'@UCLouvain_be @CORE_UCL#IMMAQ#LIDAM cette semaine. Conférence ce jeudi à Louvain-la-Neuve sur les réformes des pensions en Europe. uclouvain.be/en/research-in…
288 Followers 7K FollowingTechnology/medical investors, diversified investors
pay more attention to other people's opinions and don't rush to express their own.
826 Followers 2K FollowingResearch Economist at Bank of England. PhD in Economics @WUSTL - Macroeconomics - Monetary and Fiscal Policies - 🇦🇷➡️🇺🇸➡️🇬🇧. All views are my own.
4 Followers 368 FollowingMEXC focuses on financial management, stocks, cryptocurrencies, digital assets and investments. Currently, new users can get free dollars when they sign up.
1K Followers 1K FollowingAssistant Professor at UT Austin McCombs. Interested in household finance, public finance, corporate finance, and aguardiente de agave.
487 Followers 485 FollowingSenior Economist at the Bank for International Settlements. Research in international finance and macro. Graduate of BYU and UMD. Views are my own.
79K Followers 290 FollowingBill Gross is a renowned expert in the bond market and is at the forefront of thought leadership on the subject of fixed income investing. https://t.co/uyMZ9DarCd
8K Followers 161 FollowingData warehouse for customer-facing and internal analytics, built in collab with @duckdblabs.
Join us at Small Data SF, Nov 4th & 5th. https://t.co/TSxedEMVEm
21K Followers 36 FollowingDuckDB is an analytical in-process SQL database management system. "DuckDB" and the DuckDB logo are registered trademarks of the DuckDB Foundation.
306 Followers 266 FollowingEconomist @stlouisfed. PhD @UChi_Economics. Opinions are my own and do not represent the position of the St Louis Fed or Federal Reserve System
80K Followers 374 FollowingStatistician: + evidence, risk, probability, uncertainty. Emeritus Prof of Stats at Cambridge. Author Art of Uncertainty, Art of Statistics. Own opinions.
2K Followers 2K FollowingAnalyzing American housing at https://t.co/LO8JxtJWp8
14 years of Strategy Research at Barclays Investment Bank (credit/macro/EM). Formerly reporting @WSJ
184 Followers 191 FollowingAssistant Professor of Economics @OhioState, specializing in macroeconomics, finance, credit markets, and computational methods.
193K Followers 111 FollowingWe're sharing/showcasing best of @github projects/repos. Follow to stay in loop. Promoting Open-Source Contributions. UNOFFICIAL, but followed by github
28K Followers 75 FollowingHoward Marks Presidential Professor of Economics at the University of Pennsylvania and John H. Makin Visiting Scholar at the AEI.
All opinions are my own.
1.1M Followers 198 FollowingExecutive agency responsible for promoting economic prosperity & ensuring financial security of the United States. Led by 79th Treasury @SecScottBessent
91K Followers 307 FollowingHigh performance civilian robot manufacturer.
Please everyone be sure to use the robot in a Friendly and Safe manner.
https://t.co/hI6LafokVm
826 Followers 2K FollowingResearch Economist at Bank of England. PhD in Economics @WUSTL - Macroeconomics - Monetary and Fiscal Policies - 🇦🇷➡️🇺🇸➡️🇬🇧. All views are my own.
67K Followers 13 FollowingDevelop profitable trading strategies, build a systematic trading process, and trade your ideas with Python—even if you’ve never done it before.
49K Followers 486 FollowingThe official Twitter channel for the Federal Deposit Insurance Corporation. Likes, shares, and follows do not equal endorsements.
No recent Favorites. New Favorites will appear here.