Simulate shocks within an IS-MP-PC model
Welcome to the Economic Accounts Research Lab
Results to MacroJournal & Markets Poll
Exploring Breadth of Industry Revenues
What is Risk? How measure?
Sum of Parts forecasting: ARMA vs Chronos2
Brief overiew of ML techniques for Classification models
Brief overiew of ML techniques for Clustering
PCA and Autoencoders
Intro to Linear Regression (with Finance application)
GAM, RF, NN, GB
Foundations, Cross Validation, Feature Importance
Very brief intro to vol models in finance
Brief overiew of techniques for modeling financial regimes
Brief overiew of techniques for generative modeling
Intro to FE for treatment effects
Steady as she goes
Sep Jobs Report Shows Strong Employment With Low Participation
Price Gap Shows Possible Margin Squeeze
Doesn’t seem to be a signal
Treasury Not Seeing Heightened Inflation
Reading the details of the CPI report
PPI suggests a bit of relief in margins
Code exercise: developing an SP500 momentum signal
How to clone a public GitHub repo in Positron
Reading Yardeni’s Infamous Blue Angels Charts
Quick guide to interpreting the ISM
Rate Hike expectations rise after Jackson Hole
What happened to the bullet
Some cursory EDA
10yr inflation expectations seem sanguine
Q1`26 Earnings
Decomposing the 10yr
Google search words taking off again
Demo of leaderboard used for trading exercises
Loading packages manually and programatically
Loading an R Data file manually + within R Project structure
Setting working directory manually and via Projects
Not a cure-all for your all your forecasting ills
Introduction to Time Series
Overview and trivia for recent Macro and Markets data
Tutorial: How to run a regression in Excel
New data resource for finance
Demo of Info Coefficient, Hit Rates, and Confusion Matrix for Trading Signal
Tutorial: How use GitHub web GUI for collolaboration and attribution analysis
How does a 3eqn macro model react to multiple structural demand shocks?
Using XLS to illustrate the impact of 2 simultaneous shocks within a 4 equation macro model. Shocks enter reduced form and structural form.
Embedding Monetary Policy into a Reduced Form Macro Model
Results to MacroJournal poll
Sept PPI suggesting Gross Margin Acceleration
Random and incomplete thought on Macro Markets
Excel demo illustrating how to induce structural variables (e.g. C, I, G, NX) from a reduced form model (e.g. 3eqn system providing RGDP, Inflation, Rates)
Calibrating a 3eqn macro model for a supply shock
Mathematical solutions to 3eqn and 4eqn macro models
GDP definition, construction, and stylized facts
Impact of an adverse supply shock within a 3-eqn macro model
Review of the Oct2025 NFIB survey – sentiment decline; labor is tight
Finding Equilibrium in a 3-eqn macro model
Solid macro setup for CapEx fueled productivity
Spikes in SOFR may signal trouble ahead
Fed Implications of the Sept CPI via a Taylor Rule
Registration for 2026 Fiscal Challenge competition opens soon
Tutorial on setting the probability within scenario analysis
Tutorial on pulling data from GitHub
Now posting updates to our National Income dataset on Git
Wallet Hub interviewed me on personal finance
Liberation Day clobbered International Pricing Response Rates
Quick tour of national income data by industry
4 quick questions to test your Macro + Quant + XLS
Connecting the dots between macro data, block chain, and new opportunities
XLS tutorial of filling missing observations with 0 or mean
Tutorial on computing sample stats in XLS for US Treasury yields in presence of missing data
Tutorial on computing rolling mean and sigma in XLS for US Treasury spread
XLS Tutorial on computing sample stats across the term structure
Tutorial: Adjusting a FRED API pull to generate dynamically updating plots
Using XLS MMULT to compute correlation matrix
ETF performance tracker
Tracking Qty of RPCE relative to Real per capita DPI
Macro + XLS + FRED
Tutorial on how and why we adjust for inflation
Just launched income statements by Industry at annual frequency
Using National Income data to decompose total revenues into price and qty
Quant investigation that relates gross output prices to PPI and PCE
Quant investigation that relates gross output qty to RGDP
Using a probability tree to measure the impact of Steve Miran’s 2025 FOMC Dot
Fed’s meeting seems internally inconsistent
Empire State Mfg Survey for Sep might be showing signs of a bottoming in Gross Margin pressure
Macro data analysis with FRED and XLS with a focus on the labor market
Short quiz focusing on macro data literacy
Interest meeting for the 2025-2026 MQM cohort
Launching new tool for the National Income project
Launching an EDA packet for National Income by Industry
Short demo to grab and analyze GDP data in XLS
Quick overview of macro markets 3Sep2025-10Sep2025
Analysts see slight multiple contraction and slow earnings growth
Aside from local gov, most industries show little growth and no momentum
Prices of government output seem out of control
Overview and trivia for recent US Macro data
Record Retention
The power is in smart contracting, not safety & security
New business formation drove COVID gap in HH vs Paryoll Employment
Stop Computing Macro Profit Margins Incorrectly
Stock reaction to Jackson Hole was not aligned with Fed Funds Futures
CapEx on Computers is Booming, but not Unprecedented
PPI (kinda) leads CPI
Imported input prices not showing tariff bump
Historical Industry data not linked properly
Blog will be paused Summer 2025
Inconsistencies in the tariff debate
Latest Data and Topics in Macro & Markets
Slides and Code for an Intro to Time Series Workshop
Dramatic Decline in ATL Q1`25 GDPNow
Which industries are exposed to energy price run up?
Is Federal Employment Driving Payrolls?
Looking for CPI Category Persistence
Manufacturing is most levered to Higher RGDP / Hotter CPI in 2025
Price Margin vs Volume Margin
Macro trivia for week ending 13Dec2024
I explain why annualized rate is not year over year
Exploring factor performance across macro regimes
Comparative of two common methods
Some perspectives on the labor market
A FRED ChatBot interface
Wells Fargo dives deep on stratifying the CPI
Introductory Video for Economic Calendars
Introductory Video for finding data via FRED’s Release Calendar
CBO study: Effects of Immigration on Baseline
What is the impact of reduced immigration flows on US labor market?
Trivia for Macro Activity for week 2Dec2024
Results to MacroJournal poll - 2Dec2024
Results to MacroJournal poll - 26Nov2024
Federal Grants to States/Local/Tribal focused on Individuals, not Capital
How to reindex a series on FRED
How to find a data series on FRED via search by Release
The 3 E’s of a good trade
Weekly trivia and discussion with Duke DFE
How did older Americans alter their inflation expectations amid the post COVID inflation spike?
Results to MacroJournal poll - 18Nov2024
Prompt for Discussion Group - Duke DFE
Trivia for Macro & Market Activity for week 8Nov2024
Exploring ST and LT CPI Deltas
Noticing a change to CPI measure of Pet market
Results to MacroJournal poll - 11Nov2024
Trivia for US Macro Activity for week 8Nov2024
Dashboard of RGDP, CPI, UR, 10yr Updated 11Nov2024 @1:15PM ET
WARNING: FRED is updating its structure
What are the futures markets saying about the prospects for cuts in the next twelve months
Intro Meeting for Research Opportunities within the MQM program 2024
Results to MacroJournal poll - 4Nov2024
Deep dive on the Jobs report
Results to MacroJournal poll - 29Oct2024
Slide Deck I used during Trivia and Discussion Session with Duke Econ DFE 24Oct2024
Results to MacroJournal poll - 21Oct2024
Slide Deck I used during Trivia and Discussion Session with Duke Econ DFE 17Oct2024
Slide deck used for week in review trivia
Profit implications of latest Philly Fed Mfg Report
Exercise to explore the Fall2024 US port strike
Exercise to explore Fed rate cuts and bond yields
Notes on how to read the SEP
Exercise to explore US treasury debt
Exercise to explore Fed Funds Futures
Exercise to explore using PPI to assess profit margins
Exercise to explore earnings potential for small businesses
Results to MacroJournal poll - 9Sep2024
Exercise to explore the recession expectations
Fed rarely starts cutting with profit growth accelerating
Results to MacroJournal poll - 2Sep2024
Exercise to explore the earnings season
Excercise to explore current macro & profit margins using Richmond Fed Mfg Survey
