Macroeconomics

Venetians, Volcker and Value-at-Risk: 8 centuries of bond market reversals

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Paul Schmelzing, Harvard University.

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The Nightmare before Christmas: Financial crises go global in 1857

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Tobias Neumann.

A railway boom in America’s Midwest goes spectacularly bust.  Sixty-two of New York’s commercial banks close – out of sixty-three. Meanwhile in Britain, a decade gilt-edged by gold discoveries in Australia and fuelled by the Crimean War was beginning to lose its lustre.  Thus the scene was set for the first global financial crisis shaking markets in New York, London, Paris and across the world.  A crisis so severe it forced the Bank of England to “break the law” to survive.

Gold and iron

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The world trade slowdown (redux)

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Gene Kindberg-Hanlon and David Young.

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Designing stress test scenarios – developing doomsday

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Colm Aodh Manning.

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The U Word: What can text analytics tell us about how far uncertainty has risen during 2016?

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Alastair Cunningham, David Bradnum and Alastair Firrell.

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Bitesize: America is not always like the rest of the world

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John Lewis.

Macroeconomists like to use US data to test and develop theories- the coverage is generally very good, and the world’s largest economy is an obvious benchmark.  But what if the US happens to be very atypical in some respects?  For example the evolution of the income distribution…

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Bitesize: The divergence of house prices and rents in Prime London

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Philippe Bracke and Alice Pugh.

Economic theory suggests that property prices and rents should move together: rents represent the flow of housing services gained from living in a property, and prices are determined by the discounted value of all future rents.

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There are two productivity puzzles

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Patrick Schneider.

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Bitesize: Has the FOMC increased its focus on foreign risks?

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Dan Wales and Emil Iordanov.

Have FOMC discussions changed since the end of 2015? Are the committee more concerned about international risks now?

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Macroprudential Regulation: Two birds with one stone?

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Roy Zilberman and William Tayler.

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