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unemployment

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In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro varia…

  • Updated Dec 5, 2022
  • R

R codes and dataset for the estimation of the high-dimensional state space model proposed in the paper "A dynamic factor model approach to incorporate Big Data in state space models for official statistics" with Franz Palm, Stephan Smeekes and Jan van den Brakel.

  • Updated Nov 5, 2020
  • R
A-Short-Outline-of-Unemployment-in-Australia-2018-2021

We examine unemployment rate from an aggregate perspective in Australia for the last three years. We want to present a framework that analyses the unemployment rate by gender, the effects of the COVID-19 crisis and examining if the original Phillips curve is applicable in this scenario.

  • Updated May 13, 2021
  • Jupyter Notebook

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