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Academic Deep Divessee more…

  1. The Mother of All House Price Crashes

    Sam van de Schootbrugge

    A new European Central Bank (ECB) working paper estimates the impact of rising real rates on euro area house prices.

  2. Scared of Macroeconomic Uncertainty? Trade Bitcoin

    Sam van de Schootbrugge

    A new Federal Reserve Bank of New York paper investigates the link between bitcoin and macroeconomic fundamentals.

  3. 25 Ways AI Chatbots Are Revolutionising Research

    Sam van de Schootbrugge

    A new NBER working paper by AI-expert and Professor in Economics Anton Korinek demonstrates 25 helpful ChatGPT use cases for researchers in economics.

  1. Man Versus Machine: Improving NLP Analysis in Finance

    Sam van de Schootbrugge

    A new Journal of Financial Economics paper develops a text-based model from earnings calls to predict stock price movements. In contrast to the standard ‘bag-of-words’ approach used in finance, the authors build their sentiment measures using dictionaries created only by algorithms.

  2. Can ChatGPT Summarise Academic Papers?

    Sam van de Schootbrugge

    I have been eager to test ChatGPT’s ability to summarise academic work – probably because I am wondering whether it could put me out of job. To get ahead of the curve, I thought I would see whether I could use my AI competitor as a friend before treating it as a foe.

  3. Is the Fed Too Optimistic About Inflation?

    Sam van de Schootbrugge

    A new Federal Reserve Bank of Cleveland Working Paper examines the plausibility of the December 2022 SEP projections for medium-term US inflation.

What Academia Taught Us in 2022, Part II

Sam van de Schootbrugge

We’ve covered 46 academic papers in 2022, all published by leading institutions or journals. Here, we revisit some of the key graphs.

What Academia Taught Us in 2022, Part I

Sam van de Schootbrugge

We’ve covered 46 academic papers in 2022, all published by leading institutions or journals. Here, we revisit some of the main punchlines.

  1. A Wage-Price Spiral in 2023?

    Sam van de Schootbrugge

    A new IMF working paper thoroughly examines past wage-price growth episodes in industrialised economies since the 1960s.

  2. The Benefits of Volatility-Scaled Momentum Models

    Sam van de Schootbrugge

    Momentum models, either cross-asset or single-stock, typically perform well during inflationary periods.

  3. Fiscal Consolidations to Cripple Growth in 2023?

    Sam van de Schootbrugge

    A new Economic Modelling paper provides a succinct overview on the short- to medium-term impacts of fiscal consolidations in OECD countries.

A Framework for Forecasting US Inflation

Sam van de Schootbrugge

A new IMF working paper revisits the causes of the dramatic rise in US inflation during the Covid era.

Using Oil To Trade Equities

Sam van de Schootbrugge

A new Journal of Banking and Finance paper constructs a momentum model based on stock market returns and oil-implied volatility.

  1. Inflation and Its Troubled History

    Sam van de Schootbrugge

    A new NBER working paper documents the dynamics of inflation, inflation expectations and other key macroeconomic variables after inflation surges.

  2. What the 2022 Nobel Winners Taught Us

    Julius Probst, PhD

    The winners of the 2022 Nobel in economics are former Fed chair and Princeton economist Ben Bernanke and the two academics Douglas Diamond and Philip Dybvig.

  3. Investment Tips and Trading Insights From Wealthy Investors

    Sam van de Schootbrugge

    A new Journal of Financial Economics paper surveys 2,500 wealthy US investors, with combined investible assets of over $5.2bn, to gain in-depth insights into their financial beliefs and personal investment decisions.

A New Real-Time Tool for Tracking China Growth

Sam van de Schootbrugge

A new Journal of Economic Modelling paper develops a real-time monitoring system of macroeconomic prosperity, which it applies to China.

Beating Popular FX Trading Strategies With Bond Flows

Sam van de Schootbrugge

A new BIS working paper explores the extent to which international bond flows predict exchange rate returns on EM currencies.

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