Content
2024
- 60-00 Communication on central bank statistics: unlocking the next level
In: Communication on central bank statistics
by Luís de Carvalho Campos & Lígia Maria Nunes & Mafalda Sousa Trincão & Bruno Tissot - 60-01 Introductory speech - Communication on central bank statistics: unlocking the next level
In: Communication on central bank statistics
by Ana Paula Serra - 60-02 Closing remarks by the IFC Chair - Communication on central bank statistics: unlocking the next level
In: Communication on central bank statistics
by Pablo Garcia - 60-03 Three targets for making statistics easier to understand
In: Communication on central bank statistics
by Mingfei Qiu - 60-04 Bank of Israel - Statistical Communications Function
In: Communication on central bank statistics
by Hadar Gotsman - 60-05 Developing the statistical communication function at Danmarks Nationalbank
In: Communication on central bank statistics
by Rasmus Kofoed Mandsberg & Lars Risbjerg - 60-06 Together we make it better: How a multidisciplinary team unlocked the statistical communication function at the Banco de Portugal
In: Communication on central bank statistics
by Lígia Maria Nunes - 60-07 An ecosystem for statistical communication
In: Communication on central bank statistics
by Matthias Rumpf - 60-08 One size does not fit all: target matters
In: Communication on central bank statistics
by Shahid Hussain Javaid - 60-09 Helping users think with data: Statistical communication at the Bank of Canada
In: Communication on central bank statistics
by Andrew Geraghty - 60-10 A snapshot on Bank of Albania communication approach and financial literacy
In: Communication on central bank statistics
by Argita Frashëri & Elona Dushku - 60-11 How to tailor information resources to a target audience - Lessons learned from a Research Data Centre
In: Communication on central bank statistics
by Jannick Blaschke - 60-12 StatFlix: a Banco de Portugal original series
In: Communication on central bank statistics
by Mafalda Sousa Trincão - 60-13 New channels, new approaches, new data formats
In: Communication on central bank statistics
by Fernando Lemos - 60-14 More insight into Dutch mortgage debt data
In: Communication on central bank statistics
by Eva Hagendoorn & Tim Hersevoort - 60-15 Construction of bivariate fan chart from joint distribution
In: Communication on central bank statistics
by Purnima Shaw - 60-16 Unlocking the social media whereabouts in the age of central banks
In: Communication on central bank statistics
by Luís de Carvalho Campos - 60-17 Innovating statistical communication in Banca d'Italia
In: Communication on central bank statistics
by Laura Bartiloro - 60-18 The BIS Data Portal project - Delivering the next generation platform for BIS statistics
In: Communication on central bank statistics
by Edward Lambe & Taejin Park - 60-19 ECB Data Portal - Making statistics accessible in a fast pace digital world
In: Communication on central bank statistics
by Klára Bakk Simon & Juan Alberto Sánchez Hernández - 60-20 Interactive economic indicators
In: Communication on central bank statistics
by Bjarni Þór Gíslason - 60-21 Flexible dissemination software for the 2021 England and Wales Census
In: Communication on central bank statistics
by Mike Thompson - 61-00 Granular data: new horizons and challenges for central banks
In: Granular data: new horizons and challenges
by Joshua Brault & Maryam Haghighi & Bruno Tissot - 61-01 Introductory remarks by IFC
In: Granular data: new horizons and challenges
by Pablo García Silva - 61-02 The secret ingredient of being relevant? Microdata. Making the move from ready-made to fresh statistics
In: Granular data: new horizons and challenges
by Luís Teles Dias & Lígia Maria Nunes - 61-03 Granular statistical data - Are we charmed with a blessing or a curse?
In: Granular data: new horizons and challenges
by Jasminka Dodeva Kovaceva - 61-04 On the need for granular, forward-looking physical risk data to support policy analysis
In: Granular data: new horizons and challenges
by Jens Mehrhoff - 61-05 Payment habits during Covid-19: Evidence from high-frequency transaction data
In: Granular data: new horizons and challenges
by Tatjana Dahlhaus & Angelika Welte - 61-06 Classifying Job Postings into NAICS Codes
In: Granular data: new horizons and challenges
by Tatjana Dahlhaus & Reinhard Ellwanger & Gabriela Galassi & Pierre-Yves Yanni - 61-07 Narrative monetary policy uncertainty
In: Granular data: new horizons and challenges
by Charles Martineau & Zissis Poulos & Yuntao Wu & Cameron Thompson & Jun Yuan & John Hull - 61-08 Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques
In: Granular data: new horizons and challenges
by José Manuel Carbó Martinez & Sergio Gorjón Rivas - 61-09 Property classification with administrative data: The case of the Chilean household price index
In: Granular data: new horizons and challenges
by Juan José Balsa & Javiera Vasquez - 61-10 Estimating effective inflation using scanner data
In: Granular data: new horizons and challenges
by Younghwan Lee - 61-11 Financing imbalances and hetrogeneous effects of monetary policy
In: Granular data: new horizons and challenges
by Jorge Antonio Pozo Sanchez & Youel Rojas Zea - 61-12 The Eurosystem's granular data on securities, loans and entities - How we use such information today and what we may develop differently next time
In: Granular data: new horizons and challenges
by Frank Mayerlen - 61-13 The use of payment transaction data for economic forecasts
In: Granular data: new horizons and challenges
by Guerino Ardizzi & Giuseppe Bruno & Juri Marcucci & Roberto Iannaccone & Filippo Moauro & Alessandra Righi & Davide Zurlo - 61-14 Retail credit estimates in Federal Reserve Board's G.19 "Consumer Credit" Statistical Release
In: Granular data: new horizons and challenges
by Michael Chernousov - 61-15 Estimating the effects of economic indicators on the language used in the business outlook survey
In: Granular data: new horizons and challenges
by Dave Campbell & Charita Koya & Naveen Rai - 61-16 Unit labour cost, wages and labour productivity in Canada: A bottom-up analysis
In: Granular data: new horizons and challenges
by Joshua Brault & Maryam Haghighi & Masoud Nasari & Hashmat Khan - 61-17 Sectoral uncertainty
In: Granular data: new horizons and challenges
by Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda - 61-18 Territorial activity in Chile, by macrozone and economic activity
In: Granular data: new horizons and challenges
by Pablo García Silva - 61-19 Classification of participants in the foreign exchange market
In: Granular data: new horizons and challenges
by Amir Khatib - 61-20 Access to CSI for research purposes
In: Granular data: new horizons and challenges
by Matthias Rumpf - 61-21 Connecting the dots of the international debate on the standardization and granularity of regulatory data
In: Granular data: new horizons and challenges
by Massimo Casa - 61-22 International trade in creative economy: an analysis with granular data
In: Granular data: new horizons and challenges
by Andrea Carboni & Marco Di Bella & Flavia Ciccioli - 61-23 Statistical Disclosure Control (SDC) for results derived from combined confidential microdata
In: Granular data: new horizons and challenges
by Jannick Blaschke & Christian Hirsch & Robin Kollmann - 61-24 Missing values imputation for Central Balance Sheets Data Office (CSBO) accounting data
In: Granular data: new horizons and challenges
by Iker González Crespo & Pablo Jiménez Segovia - 61-25 Utility and confidentiality assessment of synthetic company data
In: Granular data: new horizons and challenges
by Eugenia Koblents Lapteva - 61-26 Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems
In: Granular data: new horizons and challenges
by Ajit Desai & Jacob Sharples & Anneke Kosse - 61-27 Data and analytics risk management framework for central banking
In: Granular data: new horizons and challenges
by Maryam Haghighi & Vivianne Taillefer - 62-00 Introductory remarks
In: External statistics in a fragmented and uncertain world
by Pablo Hernández de Cos - 62-01 External statistics in a fragmented and uncertain world: addressing novel analytical challenges
In: External statistics in a fragmented and uncertain world
by Esther Martín & Jorge Diz Dias & Fausto Pastoris & Mónica Covadonga Gómez Ramos & Martin Schmitz & Olivier Sirello & Bruno Tissot - 62-02 Euro area cross-border financial flows: analytical insights and measurement challenges
In: External statistics in a fragmented and uncertain world
by Philip R Lane - 62-03 Globalization and the reach of multinationals implications for portfolio exposures, capital flows and home bias
In: External statistics in a fragmented and uncertain world
by Carol Bertaut & Beau Bressler & Stephanie Curcuru - 62-04 The geography of capital allocation in the euro area
In: External statistics in a fragmented and uncertain world
by Roland Beck & Antonio Coppola & Angus Lewis & Matteo Maggiori & Martin Schmitz & Jesse Schreger - 62-05 Consolidated foreign wealth of nations: nationality-based measures of international exposure
In: External statistics in a fragmented and uncertain world
by André Sanchez Pacheco - 62-06 International investment income: patterns, drivers, and heterogeneous sensitivities
In: External statistics in a fragmented and uncertain world
by Giovanni Donato & Cedric Tille - 62-07 Unravelling household financial assets and demographic characteristics: a novel data perspective
In: External statistics in a fragmented and uncertain world
by Simone Arrigoni & Agustín Bénétrix & Tara McIndoe-Calder & Davide Romelli - 62-08 Are goods and services trade complementary? Evidence from a new micro dataset
In: External statistics in a fragmented and uncertain world
by Flavia Ciccioli & Stefano Federico & Enrico Tosti - 62-09 International sourcing during Covid-19: how did Chilean firms fare?
In: External statistics in a fragmented and uncertain world
by Jennifer Peña & Elvira Prades - 62-10 Intangible assets of multinational enterprises in Ireland and their impact on euro area activity
In: External statistics in a fragmented and uncertain world
by Malin Andersson & Nina Blatnik & Stephen Byrne & Lorenz Emter & Valerie Jarvis & Belén Gonzalez Pardo & Martin Schmitz & Nico Zorell & Christoph Zwick - 62-11 Which countries own/control your supply chain?
In: External statistics in a fragmented and uncertain world
by Dennis Dahlmans & Khee Fung Wong & Oscar Lemmers & Tom Notten & Leen Prenen - 62-12 Where is the real impact of foreign direct investment? The case of the Portuguese outward foreign direct investment
In: External statistics in a fragmented and uncertain world
by Carlos Figueira - 62-13 Experimental ultimate host economy statistics for US direct investment abroad
In: External statistics in a fragmented and uncertain world
by Kirsten Brew & Jessica Hanson & Ricardo Limes & Ryan Smith & Larkin Terrie - 62-14 Introduction: BPM7 - external sector statistics address new challenges
In: External statistics in a fragmented and uncertain world
by Jannick Damgaard & Venkat Josyula & Carlos Sánchez Muñoz - 62-15 Changes in the capital account of the balance of payments regarding transactions in CO2 emission allowances
In: External statistics in a fragmented and uncertain world
by Grzegorz Dobroczek & Jacek Kocerka - 62-16 Compiling external statistics in Egypt: challenges and way forward
In: External statistics in a fragmented and uncertain world
by Rehab Abdelfattah Ibrahim & Shireen Fahmy & Sara Mahmoud - 62-17 Personal transfers in the balance of payments: estimation under changing migration patterns
In: External statistics in a fragmented and uncertain world
by Maria Pia Cobián & Jörg Feuerhake - 62-18 Missing assets: exploring the source of data gaps in global cross-border holdings of portfolio equity?
In: External statistics in a fragmented and uncertain world
by Gian Maria Milesi-Ferretti - 62-19 An ocean of data: the potential of data on vessel traffic
In: External statistics in a fragmented and uncertain world
by Graham Pilgrim - 62-20 PortWatch: monitoring trade disruptions from space
In: External statistics in a fragmented and uncertain world
by Serkan Arslanalp & Parisa Kamali & Robin Koepke & Alessandra Sozzi & Jasper Verschuur - 62-21 FDI true value: experimenting with market capitalisation ratios to value unlisted FDI equity
In: External statistics in a fragmented and uncertain world
by Véronique Genre & Christophe Guette-Khiter & François Robin - 62-22 An early estimation of foreign direct investment income in the balance of payments
In: External statistics in a fragmented and uncertain world
by Esther López-Espinosa & Luis Molina & Helge Schäfer - 62-23 Revamping travel estimates in the balance of payments: mid- and post-Covid-19 models
In: External statistics in a fragmented and uncertain world
by Krit Damrikichakusala - 62-24 Capturing e-commerce transactions from the travel group of BPM6: an Indian experience
In: External statistics in a fragmented and uncertain world
by Arjya Misra & Savita Pareek & Seema Saggar - 62-25 Challenges and opportunities presented by generative AI in official statistics
In: External statistics in a fragmented and uncertain world
by Giannakouris Konstantinos & Cimpermann Miha & Jean-Marc Museux - 62-26 Exploring the evolving determinants of foreign direct investment and the investing country preferences in developing Asian economies using machine learning
In: External statistics in a fragmented and uncertain world
by Carmelita G Esclanda-Lo & Gabriel A Masangkay & Chelsea Anne S Ong & Rossvern S Reyes - 62-27 Web scraping as a detection tool in identifying Indonesian cross-border digital trade actors
In: External statistics in a fragmented and uncertain world
by Aditya Wisnugraha Sugiyarto & Marlina Novita Uligoma & Hasudungan Paulanka Siburian & Dwi Cahyo Ardianto & Novi Ajeng Salehah & Detasya Avri Magfira - 62-28 Malaysia's experience in using mirror data to complement external sector statistics
In: External statistics in a fragmented and uncertain world
by Choo Ching Yii & Zima Mazfahani Mazlan & Nurina Nasaruddin - 62-29 Spanish experience in the use of data generated by the private sector with an application to estimation of tourism data
In: External statistics in a fragmented and uncertain world
by Javier Alvarez & Maria Velasco - 62-30 EMIR data to compile external statistics
In: External statistics in a fragmented and uncertain world
by Kujtim Avdiu & Eva Ubl & Stephan Unger - 62-31 Where are the hidden securities in external statistics?
In: External statistics in a fragmented and uncertain world
by Jorge Diz Dias & João Falcão Silva & Fausto Pastoris & Mykola Ryzhenkov & Martin Schmitz
2023
- 58-00 The post-pandemic new normal for central bank statistics
In: Post-pandemic landscape for central bank statistics
by Saira Jahangir-Abdoelrahman & Bruno Tissot - 58-01 Measuring the past to better understand the present and chart the future: the central bank network on historical monetary and financial statistics
In: Post-pandemic landscape for central bank statistics
by Claudio Borio - 58-02 Wealth inequality and COVID-19 in the U.S.: evidence from the distributional financial accounts
In: Post-pandemic landscape for central bank statistics
by Mike Batty & Ella Deeken & Elizabeth Holmquist & Alice Henriques Volz - 58-03 Sectoral financial positions and debt levels at the post-pandemic period
In: Post-pandemic landscape for central bank statistics
by Ahmet Tayyar Firat - 58-04 Covid-19 crises - New rapid data for the Israel economy and making it accessible to all
In: Post-pandemic landscape for central bank statistics
by Daniel Rosenman - 58-05 The impact of central bank interventions non-performing loans under Covid-19 pandemic - The United Kingdom and Brazilian Study Case
In: Post-pandemic landscape for central bank statistics
by Frederico Barros Diniz & Paulo Vieira Costa - 58-06 The effect of pandemic on Central Bank of Türkiye real sector database and post-pandemic adjustments
In: Post-pandemic landscape for central bank statistics
by Merve Artman & İsmail Onur Yılmaz & Fatih Yalçın Mete & Mustafa Tanyer - 58-07 Update on the work of the International Network for Exchanging Experiences on Statistical Handling of Granular Data (INEXDA)
In: Post-pandemic landscape for central bank statistics
by Stefan Bender & Jannick Blaschke & Christian Hirsch - 58-08 Sharing researcher-generated code and value-added documentation in a trusted research environment
In: Post-pandemic landscape for central bank statistics
by Louise Corti & Hannah Hodge-Waller - 58-09 Joint secondary anonymisation of categorical and numerical variables in sensitive time series microdata - novel approach for Statistical Disclosure Control of a sensitive microdata set published in BELab data laboratory
In: Post-pandemic landscape for central bank statistics
by Eugenia Koblents & Alberto Lorenzo Megia - 58-10 Introduction to and application of SDC rules using self-developed tools
In: Post-pandemic landscape for central bank statistics
by Jannick Blaschke & Matthias Gomolka & Christian Hirsch & Sebastian Seltmann & Harald Stahl - 58-11 Nationality vs residency approach: measuring the impact of MNEs production structure on corporate financial statement statistics
In: Post-pandemic landscape for central bank statistics
by Klaus Gerstner & Susanne Walter & Javier Gonzalez & Santiago Fernández de Lis & Maria Garcia Riego & Florian Resch & Stefan Kischner & Alexandre Neves & Diogo Silva - 58-12 Challenges in the external statistics framework: how to register MNE financial restructuring operations
In: Post-pandemic landscape for central bank statistics
by Nadia Accoto & Giuseppina Marocchi & Silvia Sabatini - 58-13 Does firm size predict the residency status of the final investor? Evidence from Romanian FDI enterprises
In: Post-pandemic landscape for central bank statistics
by Catalina-Florentina Pricope - 58-14 Who stands behind European FDI investors? A novel characterisation of pass-through within the EU
In: Post-pandemic landscape for central bank statistics
by Carles Gómez-Llabrés & Fausto Pastoris & Martin Schmitz - 58-15 A typology of captive financial institutions in Luxembourg: lessons from a new database
In: Post-pandemic landscape for central bank statistics
by Gabriele Di Filippo & Frédéric Pierret - 58-16 Microdata base for sustainability indicators (ESG) developed at the Banco de España
In: Post-pandemic landscape for central bank statistics
by Borja Fernández Rosillo San Isidro - 58-17 Constructing forward-looking climate-related physical risk indicators - The use of private owned data for forward-looking aggregates at sector-country level for official statistics
In: Post-pandemic landscape for central bank statistics
by Maurice Fehr & Elena Triebskorn & Jens Mehrhoff - 58-18 Materiality of ESG factors in financial markets and financial statistics
In: Post-pandemic landscape for central bank statistics
by Patrick Slovik & Farah Azman - 58-19 An estimation of the carbon footprint in Spanish credit institutions' business lending portfolio - Experimental statistics for credit institutions in Spain
In: Post-pandemic landscape for central bank statistics
by Luis Ángel Maza - 58-20 Measuring the emission profile of self-proclaimed sustainable exchange-traded funds
In: Post-pandemic landscape for central bank statistics
by Hendrik Christian Doll & Maurice Fehr & Ece Yalcin-Roder & Gabriela Alves Werb - 58-21 The euro short-term rate ( STR) - the new role of central bank statistics in financial markets - a financial benchmark fully based on statistical microdata
In: Post-pandemic landscape for central bank statistics
by Ludovica Amorese & Javier Huerga & Ronald Rühmkorf - 58-22 Something old, something new: a reflection on the new normal for statistical producers
In: Post-pandemic landscape for central bank statistics
by Lígia Maria Nunes - 58-23 Product level greenhouse gas contents - how to get there?
In: Post-pandemic landscape for central bank statistics
by Ulf von Kalckreuth - 58-24 A characterisation of financial assets based on their cash-flow structure
In: Post-pandemic landscape for central bank statistics
by Celestino Girón - 58-25 A timely estimation of local investment trends using administrative data
In: Post-pandemic landscape for central bank statistics
by Michele Loberto - 58-26 Using the press as a real-time economic confidence indicator
In: Post-pandemic landscape for central bank statistics
by Juan Pablo Cova & Hugo Peralta V & María del Pilar Cruz N - 58-27 Measuring macroprudential policy credibility using machine learning
In: Post-pandemic landscape for central bank statistics
by Muhammad Abdul Jabbar & Nursidik Heru Praptono & Okiriza Wibisono & Alvin Andhika Zulen - 58-28 A probabilistic method for reconstructing the FDI network in search of ultimate hosting economies
In: Post-pandemic landscape for central bank statistics
by Nadia Accoto & Valerio Astuti & Costanza Catalano - 58-29 Sentiment analysis of user's reviews on non-bank payment service apps
In: Post-pandemic landscape for central bank statistics
by Muhammad Hafiruddin & Mohammad Khoyrul Hidayat & Arinda Dwi Okfantia & Nursidik Heru Praptono - 58-30 Fintech in statistical classifications: suggestions and tentative figures in a central bank context
In: Post-pandemic landscape for central bank statistics
by Ulf von Kalckreuth & Norman Wilson & Celestino Girón & Urszula Kochanska & Enzo Buthiot & Yann Wicky & Luis Ángel Maza & Román Santos - 58-31 Issues in reflecting digital assets in the Flow of Funds Accounts
In: Post-pandemic landscape for central bank statistics
by Yoshiko Sato - 58-32 Digitally-enhanced macroeconomic statistics manuals: the quest for methodological serviceability and compilation synergies
In: Post-pandemic landscape for central bank statistics
by Celestino Girón - 58-33 Measuring payment system policy credibility using machine learning
In: Post-pandemic landscape for central bank statistics
by Muhammad Abdul Jabbar & Okiriza Wibisono & Alvin Andhika Zulen - 58-34 A decision-making rule to detect insufficient data quality - an application of statistical learning techniques to the non-performing loans banking data
In: Post-pandemic landscape for central bank statistics
by Paolo Cimbali & Marco De Leonardis & Alessio Fiume & Barbara La Ganga & Luciana Meoli & Marco Orlandi - 58-35 Data quality management of entity group data: relevance and tools to address current challenges
In: Post-pandemic landscape for central bank statistics
by Bruno Carreiras - 58-36 Big data analytics on payment system data for measuring household consumption in Indonesia
In: Post-pandemic landscape for central bank statistics
by Renardi Ardiya Bimantoro & Mohammad Khoyrul Hidayat & Muhammad Abdul Jabbar & Alvin Andhika Zulen - 58-37 Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets
In: Post-pandemic landscape for central bank statistics
by Kana Sasamoto & Kazuya Suzuki - 58-38 How can big data improve the quality of tourism statistics? The Bank of Italy's experience in compiling the "travel" item of the Balance of Payments
In: Post-pandemic landscape for central bank statistics
by Andrea Carboni & Costanza Catalano & Claudio Doria - 58-39 Banks' real estate exposures: risk-based approach to measurement of exposures and concentrations
In: Post-pandemic landscape for central bank statistics
by Patrick Slovik & Farah Azman - 58-40 Examining concentration and similarity in institutional investor's holdings
In: Post-pandemic landscape for central bank statistics
by Ariel Mantzura - 58-41 Statistical matching for anomaly detection in insurance assets granular reporting
In: Post-pandemic landscape for central bank statistics
by Vittoria La Serra & Emiliano Svezia - 58-42 Making omelettes without new eggs: a story about a self-sufficient way of producing new statistics
In: Post-pandemic landscape for central bank statistics
by Miguel Fonseca & Sónia Mota - 59-00 Data science in central banking: applications and tools
In: Data science in central banking: applications and tools
by Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot - 59-01 Artificial intelligence in finance – quo vadis
In: Data science in central banking: applications and tools
by Joerg Osterrieder - 59-02 Swimming in the data lake: an application to NielsenIQ Homescan
In: Data science in central banking: applications and tools
by Minnie H Cui & Gene (Fa Gui) Jiang & Botlhale Mosweu - 59-03 Implementing a multi-tenant big data platform – challenges and approaches taken in the BIS
In: Data science in central banking: applications and tools
by Hiren Jani & Anand Kannan - 59-04 Modern computing platforms as key technology for central banks, financial supervisors, and regulators
In: Data science in central banking: applications and tools
by John Ashley & Jochen Papenbrock - 59-05 The data analytics lab – from innovation to products
In: Data science in central banking: applications and tools
by Mona Amer & Hiren Jani & Mathieu Le Cam - 59-06 Containerisation for research collaboration: platform-independent economics
In: Data science in central banking: applications and tools
by Venkat Balasubramanian & Kim P Huynh & Danielle V Handel & Anson Ho & David Jacho-Chávez & Carson Rea - 59-07 Banco de Portugal data centric-strategy for the adoption of a modern data architecture
In: Data science in central banking: applications and tools
by Caio Costa & Guilherme de Sousa & Hugo Matos - 59-08 Microdata utility: data loading with automated data parsing and data structure creation
In: Data science in central banking: applications and tools
by Marcus Jellinghaus - 59-09 Using non-traditional point of interest data as merchant survey sample frames
In: Data science in central banking: applications and tools
by Angelika Welte & Joy Wu & Marcel Voia - 59-10 gingado: a machine learning library focused on economics and finance
In: Data science in central banking: applications and tools
by Douglas Kiarelly Godoy de Araujo - 59-11 A multi-layer dynamic network for significant European banking groups
In: Data science in central banking: applications and tools
by Annalaura Ianiro & Joerg Reddig - 59-12 EU single resolution board system for data collection, transformation and analysis
In: Data science in central banking: applications and tools
by Michal Piechocki & Karol Minczyński & Marta Kuczyńska - 59-13 A network analysis of the JGB repo market
In: Data science in central banking: applications and tools
by Yasufumi Gemma & Takumi Horikawa & Yujiro Matsui - 59-14 Data science and statistics: a network analysis to understand the foreign investment
In: Data science in central banking: applications and tools
by João Falcão Silva & Flávio Pinheiro & Bojan Stavrik - 59-15 Cross-currency swap market through the lens of OTC derivative transaction data – impact of Covid-19 and subsequent recovery
In: Data science in central banking: applications and tools
by Kazuaki Washimi & Rinto Maruyama - 59-16 Changes in the lending activity of banks in Poland, including the portfolio of non-financial corporate loans
In: Data science in central banking: applications and tools
by Aneta Kosztowniak - 59-17 Is mobile money part of money? Understanding the trends and measurement / Evaluating mobile money access and use with non-traditional data sources
In: Data science in central banking: applications and tools
by Kazuko Shirono & Bidisha Das & Yingjie Fan & Esha Chhabra & Hector Carcel-Villanova - 59-18 Sentiment analysis of tourist reviews from online travel forum for improving Indonesia tourism sector
In: Data science in central banking: applications and tools
by Muhammad Abdul Jabbar & Arinda Dwi Okfantia & Anggraini Widjanarti & Alvin Andhika Zulen - 59-19 Mailbot – optimising the process of answering statistical queries
In: Data science in central banking: applications and tools
by Daphne Aurouet & Nina Blatnik & Samo Boh & Andrea Colombo & Almir Delic & Jordi Gutiérrez & Gavril Petrov & Kristine Rikova - 59-20 Central bank communication: what can a machine tell us about the art of communication? One size does not fit all
In: Data science in central banking: applications and tools
by Joan Huang & John Simon - 59-21 News and banks' equities: do words have predictive power?
In: Data science in central banking: applications and tools
by Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci - 59-22 Natural language processing for risk management
In: Data science in central banking: applications and tools
by Bijan Sahamie - 59-23 Integrating natural language processing technologies to central bank operations at Bank of Thailand
In: Data science in central banking: applications and tools
by Jiradett Kerdsri & Pucktada Treeratpituk - 59-24 Machine learning for measuring central bank policy credibility and communication from news
In: Data science in central banking: applications and tools
by Muhammad Abdul Jabbar & Okiriza Wibisono & Anggraini Widjanarti & Alvin Andhika Zulen - 59-25 A machine learning approach to narrative retrieval in economic news: the case of oil price uncertainty
In: Data science in central banking: applications and tools
by Donald Jay Bertulfo - 59-26 Creation of a structured sustainability database from company reports – a web application prototype for information retrieval and storage
In: Data science in central banking: applications and tools
by Eugenia Koblents & Alejandro Morales - 59-27 Measuring text-based sentiments from monetary policy statements – a Malaysian case study using natural language processing
In: Data science in central banking: applications and tools
by Eilyn Chong & Sui-Jade Ho - 59-28 Interactive visualisation tool: outlier detection in large multi-dimensional data sets
In: Data science in central banking: applications and tools
by Christoph Leitner & Thomas Kemetmueller & Philipp Reisinger - 59-29 Spot the flaw – using power BI for quality control: an application to non-financial corporations' data
In: Data science in central banking: applications and tools
by José Alexandre Neves & Tiago Pinho Pereira & Ana Bárbara Pinto - 59-30 Leveraging the power of visualisation for data exploration and insights communication – visual analytics with Tableau
In: Data science in central banking: applications and tools
by Zunaira Rasheed - 59-31 Defining business transformation rules in a standardised format – a practical case
In: Data science in central banking: applications and tools
by Daniela Arru & Giulia Oddone - 59-32 Anomaly intersection: disentangling data quality and financial stability developments in a scalable way
In: Data science in central banking: applications and tools
by Gemma Agostoni & Louis de Charsonville & Marco D'Errico & Cristina Leonte & Grzegorz Skrzypczynski - 59-33 Introducing explainable supervised machine learning into interactive feedback loops for statistical production systems
In: Data science in central banking: applications and tools
by Thomas Gottron & Georgios Kanellos & Johannes Micheler & José Martínez & Carlos Mougan - 59-34 Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets
In: Data science in central banking: applications and tools
by Davide Nicola Continanza & Andrea del Monaco & Marco di Lucido & Daniele Figoli & Pasquale Maddaloni & Filippo Quarta & Giuseppe Turturiello - 59-35 Nowcasting business and financial cycles using low- and high-frequency data
In: Data science in central banking: applications and tools
by Alberto Americo & Frederik Hering & Rukmani Vaithianathan - 59-36 Nowcasting economic activity with mobility data
In: Data science in central banking: applications and tools
by Koji Takahashi & Kohei Matsumura & Yusuke Oh & Tomohiro Sugo - 59-37 Extracting economic sentiment from news articles: the case of Korea
In: Data science in central banking: applications and tools
by Younghwan Lee & Beomseok Seo - 59-38 Big data analytics on real-time gross settlement data for tracking corporate activity
In: Data science in central banking: applications and tools
by Mohammad Khoyrul Hidayat & Amin Endah Sulistiawati & Alvin Andhika Zulen - 59-39 Deep vector autoregression for macroeconomic data
In: Data science in central banking: applications and tools
by Marc Agustí & Ignacio Vidal-Quadras Costa & Patrick Altmeyer - 59-40 What should be the optimal financial structure of the FDI inflows to Poland in stimulating growth processes?
In: Data science in central banking: applications and tools
by Aneta Kosztowniak - 59-41 Big data analytics on payment system data for measuring household consumption in Indonesia
In: Data science in central banking: applications and tools
by Muhammad Abdul Jabbar & Mohammad Khoyrul Hidayat & Alvin Andhika Zulen - 59-42 Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators
In: Data science in central banking: applications and tools
by Jérôme Coffinet & Jean-Brieux Delbos & Jean-Noël Kien & Etienne Kintzler & Ariane Lestrade & Michel Mouliom & Théo Nicolas & Vojtech Kaiser
2022
- 56-01 Progress, challenges and recent innovations in sustainable finance statistics
In: Statistics for Sustainable Finance
by Christian Schmieder & Bruno Tissot - 56-02 Opening remarks
In: Statistics for Sustainable Finance
by François Villeroy de Galhau - 56-03 The simple economics of climate change
In: Statistics for Sustainable Finance
by Professor Christian Gollier - 56-04 Assessing and acting on climate risks requires better data and taxonomy
In: Statistics for Sustainable Finance
by Luiz Awazu Pereira da Silva - 56-05 Data needs, an overview on the Irving Fisher Committee stock taking
In: Statistics for Sustainable Finance
by Christian Schmieder & Elena Triebskorn - 56-06 Assessing the effectiveness and impact of central bank and supervisory policies in greening the financial system across the Asia-Pacific
In: Statistics for Sustainable Finance
by Sylvain Augoyard & Adrian Fenton & Aziz Durrani & Ulrich Volz - 56-07 The low-carbon transition, climate disclosure and firm credit risk
In: Statistics for Sustainable Finance
by Sante Carbone & Margherita Giuzio & Sujit Kapadia & Johannes Sebastian Krämer & Ken Nyholm & Katia Vozian - 56-08 Greening monetary policy: Evidence from The People's Bank of China
In: Statistics for Sustainable Finance
by Camille Macaire & Alain Naef - 56-09 BCCR's experience in environmental accounting and advancements of the Climate Change Strategic Analysis Group
In: Statistics for Sustainable Finance
by Irene Alvarado-Quesada - 56-10 How integrated reporting by banks may foster sustainable finance?
In: Statistics for Sustainable Finance
by Antonio Colangelo & Jean-Marc Israël - 56-11 The carbon content of Italian loans
In: Statistics for Sustainable Finance
by Ivan Faiella & Luciano Lavecchia - 56-12 The NGFS (Network for Greening the Financial System) Progress Report on Bridging Data Gaps and beyond
In: Statistics for Sustainable Finance
by Léa Grisey - 56-13 Private financial institution perspectives on climate and nature data
In: Statistics for Sustainable Finance
by Michael Hugman - 56-14 Statistical data needs on sustainable finance for central banks
In: Statistics for Sustainable Finance
by Sabbah Gueddoudj - 56-15 The Bundesbank's Sustainable Finance Data Hub
In: Statistics for Sustainable Finance
by Maurice Fehr & Christine Schlitzer & Elena Triebskorn - 56-16 Tracking sustainable investment: who is financing who?
In: Statistics for Sustainable Finance
by Francisco Conceição & Rafael Figueira & Pedro Silva - 56-17 Are ethical and green investment funds more resilient?
In: Statistics for Sustainable Finance
by Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova - 56-18 The pricing of carbon risk in syndicated loans: which risks are priced and why?
In: Statistics for Sustainable Finance
by Torsten Ehlers & Frank Packer & Kathrin de Greiff - 56-19 Everything you always wanted to know about green bonds (but were afraid to ask)
In: Statistics for Sustainable Finance
by Danilo Liberati & Giuseppe Marinelli - 56-20 Climate transition risk metrics – Investigating convergence and estimation drivers
In: Statistics for Sustainable Finance
by Julia Anna Bingler & Chiara Colesanti Senni & Pierre Monnin - 56-21 Making real financial sustainability through formal and informal indicators assessment
In: Statistics for Sustainable Finance
by María Lidón Lara Ortiz - 56-22 Measuring the development of French labelled funds and their contribution to sustainable financing of the economy
In: Statistics for Sustainable Finance
by David Nefzi - 56-23 Accelerated Data Science, AI and GeoAI for sustainable finance in central banking and supervision
In: Statistics for Sustainable Finance
by John Ashley & Jochen Papenbrock & Peter Schwendner - 56-24 Carbon costs – Towards a system of indicators for the carbon impact of products, enterprises and industries
In: Statistics for Sustainable Finance
by Ulf von Kalckreuth - 56-25 Application of text mining to the analysis of climate-related disclosures
In: Statistics for Sustainable Finance
by Ángel Iván Moreno & Teresa Caminero - 56-26 Transition versus physical climate risk pricing in euro area financial markets: A text-based approach
In: Statistics for Sustainable Finance
by Giovanna Bua & Daniel Kapp & Federico Ramella & Lavinia Rognone - 56-27 How proxies and publicly available data can be used to construct indicators on transition risk, physical risks and green taxonomies
In: Statistics for Sustainable Finance
by Justin Dijk & Derek Dirks & Willemijn Ouwersloot & Juan Pablo Trespalacios Miranda - 56-28 Digital finance, development, and climate change
In: Statistics for Sustainable Finance
by Sébastien Galanti & Ҫiğdem Yilmaz Ӧzsoy - 57-01 Machine learning applications in central banking: an overview
In: Machine learning in central banking
by Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot - 57-02 Opening Remarks
In: Machine learning in central banking
by Piero Cipollone - 57-03 Monetary economics and communication: new data, new tools,new and old questions
In: Machine learning in central banking
by Michael McMahon