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Using machine learning and big data to analyse the business cycle


Using machine learning and big data to analyse the business cycle
Prepared by Dominik Hirschbühl, Luca Onorante and Lorena Saiz
1 Introduction
Policymakers take decisions in real time based on incomplete information about current economic conditions. Central banks and economic analysts largely rely on official statistics together with soft data and surveys, to assess the state of the economy. Although a wide range of high-quality conventional data is available, the datasets are released with lags ranging from a few days or weeks to several months after the reference period. For these reasons, central banks have been looking at ways to exploit timelier data and employ more sophisticated methods to enhance accuracy when forecasting metrics that are relevant for policymaking. ....

New York , United States , Julian Ashwin , Eleni Kalamara , Vasco Botelho , Agostino Consolo , Dominik Hirschb , Lorena Saiz , Luca Onorante , German Institute For Employment Research , Federal Reserve Bank , European Commission , Financial Affairs , Spanish Ministry Of Inclusion , Deutsche Bundesbank , Italian National Institute For Social Security , French Ministry Of Labour , European Commission Joint Research Centre , German Institute , Employment Research , French Ministry , Economic Inclusion , Italian National Institute , Social Security , Spanish Ministry , Joint Research Centre ,

Economic Bulletin


Economic Bulletin
Overview
At its monetary policy meeting on 10 December 2020, the Governing Council decided to recalibrate its monetary policy instruments. While the rebound in economic activity in the third quarter was stronger than expected and the prospects for the roll-out of vaccines are encouraging, the coronavirus (COVID-19) pandemic continues to pose serious risks to public health and to the euro area and global economies. The resurgence in COVID-19 cases and the associated containment measures are significantly restricting euro area economic activity, which is expected to have contracted in the fourth quarter of 2020. While activity in the manufacturing sector continues to hold up well, services activity is being severely curbed by the increase in infection rates and the new restrictions on social interaction and mobility. Inflation remains very low in the context of weak demand and significant slack in labour and product markets. Overall, the incoming data and t ....

United States , United Kingdom , Frankfurt Am Main , Malin Andersson , Simon Forsyth , Ieva Rubene , Filippos Petroulakis , Nicola Benatti , Valerie Jarvis , Tina Zumer , Sebastian Hauptmeier , Yiqiao Sun , Claudia Foroni , Michael Fidora , Vanessa Gunnella , Georgi Krustev , Stephan Haroutunian , Ettore Dorrucci , Gerrit Koester , Agostino Consolo , Natalia Mart , Tobias Schuler , Steffen Osterloh , Cross Murphy , Vasco Botelho , Clara Vivian ,