Notes

Notes on various papers i ‘ve read (warning it’s become quite large):

various

A very nice summary of the main heterodox macro views.

A comprehensive list of MMT scholars and papers.

Spanish Data

This is a series of links to data (mainly on the Bank of Spain website) which can be quite helpful:

• General credit institutions balance sheets
• Credit institutions loans and doubtful loans.
• Credit institutions liabilities (other resident sectors).
• Credit institutions equity side and impairment allowances.
• Credit institutions hybrid and subordinated deposits to other resident sectors.
• MFI securities (including subordinated bonds).
• MFI financial accounts (quarterly).
• General government liabilities, total and according to the excessive deficit procedure.
• General government financial account (including unpaid bills)
• General government debt by instrument (including public enterprises).
• Central government debt by instrument (including government guarantees).
• Government debt interest rate.
• General government detailed financial account.
• Interbank market interest rates.
• Rates on loans and deposits.
• External debt by sector.
• Bank of Spain balance sheet.
• Bank of Spain balance of payments and IIP data.
• Spanish Treasury debt statistics (redemptions, holders, repo turnover).

Money Market Data

• Euribor-EBF containing daily data on Euribor, Eonia, Eonia Swap and Eurepo rates.
• DTCC GCF Repo Index.
• BNY repo index.
• Euro MTS daily data on Italian sovereign market (outright purchases and repos).
• RepoFunds Rate (overnight repo rates for German, French and Italian sovereign collateral).
• Eurex Repo statistics.
• EONIA volume.
• SIFMA reports.
• LCH.Clearnet settlement prices for IRS.
• Ft.com market data page (with various historical data)
• Fed Funds Rate Futures Probability Distribution

Monetary Data

• ECB Total lending
• Euro Area Corporate Bonds
• ECB List of eligible marketable assets
• ECB Target2 statistics.
• ECB Asset Purchases.
• ECB disaggregated balance sheet data.
• Fed Reverse Repo Agreements (with private counterparties and the foreign official repo pool).
• Spread between US and Euro rates and dollar exchange rate index.

Other Data

• ECB
  • ECB SME survey
  • ECB SMP holdings
  • ECB Composite Indicator of Systemic Stress.
• Federal Reserve
  • Fed ACM Model Estimates of Term Premia
  • Fed nominal wage rigidity.
  • Atlanta Fed GDPNow nowcast.
  • Atlanta Fed Median Wage Growth Tracker.
  • Dallas Fed Data: International House Price Database, Historical OECD Data, Global Data
  • FRED US sectoral balances.
  • SF Fed Economic Indicators (TFP productivity and others).
  • NY Fed Labor Market conditions.
  • NY Fed US consumer inflation expectations.
  • FRB of Atlanta Labor Market First Look
• IMF
  • IMF Global Housing Watch (House prices, credit growth, house price-to-income and price-to-rent ratios)
  • IMF Public Finances Database.
• Eurostat
  • Pension Funds Revenue/Expenditure and balance sheets.
  • Income distribution.
  • Median net income for various categories.
• Bruegel database of sovereign debt holdings
• OECD Trade in Value-Added
• Παρακολούθηση φορολογικής διοίκησης (περιλαμβάνει οφειλές πολιτών προς το δημόσιο).
• European Covered Bond Council Statistics
• EPI nominal wage tracker.
• Global Innovations index data.
• Bruegel datasets.
• WSJ Greek Debt timeline.
• UK Sectoral Productivity tool.
• Bank of Greece Balance of Payments data.
• Greece and Turkey population and GDP ratios.
• Global Imbalances Tracker.
• Maddison Historical Statistics.

Oil Data

• Export data
• EIA data on global supply and demand
• Jodi data

People

• Dirk Bezemer
• Gary Gorton
• Ulrich Bindseil (ECB)
• Arvind Krishnamurthy
• Scott Fullwiler
• Steve Keen
• Wynne Godley
• Willem H. Buiter (City Chief Economist).
• Art Berman (Oil Expert)