With US CPI for December coming out at 6.5% today, our brand new Blomberg Economics nowcast scored a perfect hit. It had also been pointing in the right direction since mid-December...
Our new MF-BVAR nowcast model pointed to the risk of a negative reading for U.S. GDP growth early on. This time both nowcast models, the @AtlantaFed GDPNow and our model, did a better job than consensus this time. @asokol_econ@economics@BhargaviSakthiv@OwenMinde
#DailyDataPoint: Euro-zone inflation looks likely to stay above 8% through 2022, but next year Bloomberg Economics’ @asokol_econ & @RoyeBjorn see a high probability of a sharp drop toward the European Central Bank’s 2% target https://t.co/HTWiD7IdpK
We have just released our new U.S. nowcasting model, which is updated on a daily basis. Similar to the @AtlantaFed GDPNow, it assigns a high probability that US Q2 GDP turns out negative.
Our paper with @asokol_econ on FX tail risk is now available at the IMF Econ Review’s website (open access!). Have a look here: https://t.co/6SlwYwVklj
Our paper with @asokol_econ on characterising tail risk in FX has been accepted for publication at the IMF ER!
Link below for those interested
https://t.co/HCuJY5q30J
Our paper on "Financial shocks, credit spreads, and the international credit channel" (w @asokol_econ) is now out in the JIE!
Many thanks to editor (@skalemliozcan), referees, and everyone who commented on the paper over the past six (!) years
A short 🧵
https://t.co/GmtefUt42U
My paper with Jacopo Cimadomo, @DomenicoGiannon, @miclenza and Andrej Sokol on “Nowcasting with large Bayesian vector autoregressions” is now available for download from @JEconometrics. https://t.co/5tuU95Lz4d.
A short thread: 1/n