Data science in central banking: applications and tools

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1. Abe Dunn & Kyle Hood & Alexander Driessen, 2020. "Measuring the Effects of the COVID-19 Pandemic on Consumer Spending Using Card Transaction Data," BEA Working Papers 0174, Bureau of Economic Analysis.
2. Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018. "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers 1882, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
3. Galbraith, John W. & Tkacz, Greg, 2015. "Nowcasting GDP with electronic payments data," Statistics Paper Series 10, European Central Bank.

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Book Chapters

The following chapters of this book are listed in IDEAS

• Douglas Kiarelly Godoy de Araujo & Giuseppe Bruno & Juri Marcucci & Rafael Schmidt & Bruno Tissot, 2023. "Data science in central banking: applications and tools," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Joerg Osterrieder, 2023. "Artificial intelligence in finance – quo vadis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Minnie H Cui & Gene (Fa Gui) Jiang & Botlhale Mosweu, 2023. "Swimming in the data lake: an application to NielsenIQ Homescan," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Hiren Jani & Anand Kannan, 2023. "Implementing a multi-tenant big data platform – challenges and approaches taken in the BIS," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• John Ashley & Jochen Papenbrock, 2023. "Modern computing platforms as key technology for central banks, financial supervisors, and regulators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Mona Amer & Hiren Jani & Mathieu Le Cam, 2023. "The data analytics lab – from innovation to products," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Venkat Balasubramanian & Kim P Huynh & Danielle V Handel & Anson Ho & David Jacho-Chávez & Carson Rea, 2023. "Containerisation for research collaboration: platform-independent economics," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Caio Costa & Guilherme de Sousa & Hugo Matos, 2023. "Banco de Portugal data centric-strategy for the adoption of a modern data architecture," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Marcus Jellinghaus, 2023. "Microdata utility: data loading with automated data parsing and data structure creation," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Angelika Welte & Joy Wu & Marcel Voia, 2023. "Using non-traditional point of interest data as merchant survey sample frames," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Douglas Kiarelly Godoy de Araujo, 2023. "gingado: a machine learning library focused on economics and finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Annalaura Ianiro & Joerg Reddig, 2023. "A multi-layer dynamic network for significant European banking groups," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Michal Piechocki & Karol Minczyński & Marta Kuczyńska, 2023. "EU single resolution board system for data collection, transformation and analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Yasufumi Gemma & Takumi Horikawa & Yujiro Matsui, 2023. "A network analysis of the JGB repo market," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• João Falcão Silva & Flávio Pinheiro & Bojan Stavrik, 2023. "Data science and statistics: a network analysis to understand the foreign investment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Kazuaki Washimi & Rinto Maruyama, 2023. "Cross-currency swap market through the lens of OTC derivative transaction data – impact of Covid-19 and subsequent recovery," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Aneta Kosztowniak, 2023. "Changes in the lending activity of banks in Poland, including the portfolio of non-financial corporate loans," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Kazuko Shirono & Bidisha Das & Yingjie Fan & Esha Chhabra & Hector Carcel-Villanova, 2023. "Is mobile money part of money? Understanding the trends and measurement / Evaluating mobile money access and use with non-traditional data sources," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Muhammad Abdul Jabbar & Arinda Dwi Okfantia & Anggraini Widjanarti & Alvin Andhika Zulen, 2023. "Sentiment analysis of tourist reviews from online travel forum for improving Indonesia tourism sector," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Daphne Aurouet & Nina Blatnik & Samo Boh & Andrea Colombo & Almir Delic & Jordi Gutiérrez & Gavril Petrov & Kristine Rikova, 2023. "Mailbot – optimising the process of answering statistical queries," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Joan Huang & John Simon, 2023. "Central bank communication: what can a machine tell us about the art of communication? One size does not fit all," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Valerio Astuti & Giuseppe Bruno & Sabina Marchetti & Juri Marcucci, 2023. "News and banks' equities: do words have predictive power?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Bijan Sahamie, 2023. "Natural language processing for risk management," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Jiradett Kerdsri & Pucktada Treeratpituk, 2023. "Integrating natural language processing technologies to central bank operations at Bank of Thailand," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Muhammad Abdul Jabbar & Okiriza Wibisono & Anggraini Widjanarti & Alvin Andhika Zulen, 2023. "Machine learning for measuring central bank policy credibility and communication from news," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Donald Jay Bertulfo, 2023. "A machine learning approach to narrative retrieval in economic news: the case of oil price uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Eugenia Koblents & Alejandro Morales, 2023. "Creation of a structured sustainability database from company reports – a web application prototype for information retrieval and storage," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Eilyn Chong & Sui-Jade Ho, 2023. "Measuring text-based sentiments from monetary policy statements – a Malaysian case study using natural language processing," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Christoph Leitner & Thomas Kemetmueller & Philipp Reisinger, 2023. "Interactive visualisation tool: outlier detection in large multi-dimensional data sets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• José Alexandre Neves & Tiago Pinho Pereira & Ana Bárbara Pinto, 2023. "Spot the flaw – using power BI for quality control: an application to non-financial corporations' data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Zunaira Rasheed, 2023. "Leveraging the power of visualisation for data exploration and insights communication – visual analytics with Tableau," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Daniela Arru & Giulia Oddone, 2023. "Defining business transformation rules in a standardised format – a practical case," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Gemma Agostoni & Louis de Charsonville & Marco D'Errico & Cristina Leonte & Grzegorz Skrzypczynski, 2023. "Anomaly intersection: disentangling data quality and financial stability developments in a scalable way," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Thomas Gottron & Georgios Kanellos & Johannes Micheler & José Martínez & Carlos Mougan, 2023. "Introducing explainable supervised machine learning into interactive feedback loops for statistical production systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Davide Nicola Continanza & Andrea del Monaco & Marco di Lucido & Daniele Figoli & Pasquale Maddaloni & Filippo Quarta & Giuseppe Turturiello, 2023. "Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Alberto Americo & Frederik Hering & Rukmani Vaithianathan, 2023. "Nowcasting business and financial cycles using low- and high-frequency data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Koji Takahashi & Kohei Matsumura & Yusuke Oh & Tomohiro Sugo, 2023. "Nowcasting economic activity with mobility data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Younghwan Lee & Beomseok Seo, 2023. "Extracting economic sentiment from news articles: the case of Korea," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Mohammad Khoyrul Hidayat & Amin Endah Sulistiawati & Alvin Andhika Zulen, 2023. "Big data analytics on real-time gross settlement data for tracking corporate activity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Marc Agustí & Ignacio Vidal-Quadras Costa & Patrick Altmeyer, 2023. "Deep vector autoregression for macroeconomic data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Aneta Kosztowniak, 2023. "What should be the optimal financial structure of the FDI inflows to Poland in stimulating growth processes?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Muhammad Abdul Jabbar & Mohammad Khoyrul Hidayat & Alvin Andhika Zulen, 2023. "Big data analytics on payment system data for measuring household consumption in Indonesia," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.
• Jérôme Coffinet & Jean-Brieux Delbos & Jean-Noël Kien & Etienne Kintzler & Ariane Lestrade & Michel Mouliom & Théo Nicolas & Vojtech Kaiser, 2023. "Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59, Bank for International Settlements.

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