Posts Tagged ‘Portfolio Optimization’

What Kind of Model Is Brian Riedl Using?

{ Posted on Sep 02 2010 by Menzie Chinn }
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Categories : Econbrowser, Money, recession
If one wants to be taken seriously in the world of policy analysis, one should at least use an internally consistent framework. This consideration, apparently, has not troubled Mr. Reidl. Read More »

Policy tools that could lower interest rates further

{ Posted on Aug 31 2010 by James Hamilton }
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Categories : Econbrowser, Federal Reserve, Money
Even though the overnight interest rate has been stuck near zero for 20 months, are there options available to the Federal Reserve or the U.S. Treasury to bring longer-term yields down further? I have been looking into this question ...Read More »

What Can Sustain GDP Growth? Open Economy Version

{ Posted on Aug 30 2010 by Menzie Chinn }
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Categories : Econbrowser, Money, international
With the consumer in the doldrums, residential investment unlikely to rebound in the near future, and government stimulus constrained by political gridlock, it's hard to see where the sources of aggregate demand will be. I'm going to extend Jim's search ...Read More »

New database on the maturity structure of publicly-held debt

{ Posted on Aug 29 2010 by James Hamilton }
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Categories : Econbrowser, Money, financial markets
I have been working on a project with UCSD graduate student Cynthia Wu to try to assess the potential for the Federal Reserve to continue to influence long-term interest rates even when the short-term interest rate is essentially at zero. ...Read More »

GDP revised down

{ Posted on Aug 27 2010 by James Hamilton }
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Categories : Econbrowser, Money, economic indicators
The Bureau of Economic Analysis, which last month had estimated that U.S. real GDP had grown at a 2.4% annual rate during the second quarter, today revised that estimate down to a 1.6% annual rate. But the revision isn't ...Read More »

A quantitative assessment of the scientific consensus on anthropogenic climate change

{ Posted on Aug 27 2010 by Menzie Chinn }
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Categories : Econbrowser, Money, environment
From the abstract to the paper: ... we use an extensive dataset of 1,372 climate researchers and their publication and citation data to show that (i) 97-98% of the climate researchers most actively publishing in the field support the tenets of ACC outlined by ...Read More »

More thoughts on what to expect from the Fed

{ Posted on Aug 25 2010 by James Hamilton }
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Categories : Econbrowser, Federal Reserve, Money
There is disagreement within the FOMC. How will it be resolved? Read More »

Kevin "Dow 36,000" Hassett* Speaks on "Keynesian Economics"

{ Posted on Aug 24 2010 by Menzie Chinn }
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Categories : Econbrowser, Money, multipliers
From Bloomberg: The biggest Keynesian stimulus in U.S. history was a bust. Incredibly, some Keynesians who supported Barack Obama's $862 billion stimulus now claim it fell short of their goals not because the idea was flawed, but because the spending package ...Read More »

Long-term perspective on the stock market

{ Posted on Aug 22 2010 by James Hamilton }
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Categories : Econbrowser, Money, financial markets
Nobody can tell you for sure what's going to happen next in the stock market. But thanks to the nice data set collected and maintained by Yale Professor Robert Shiller we can speak with authority about what it's been ...Read More »

The June Trade Release: A Clash of Narratives

{ Posted on Aug 19 2010 by Menzie Chinn }
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Categories : Econbrowser, Money, international
The recent trade release for June sparked some consternation, as it indicated 2009Q2 growth, conditional on data already released, would be lower. But there was also some unhappiness as it was taken by some to mark the return of the ...Read More »
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