Notes on various papers i ‘ve read (warning it’s become quite large):
A very nice summary of the main heterodox macro views.
A comprehensive list of MMT scholars and papers.
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
- 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.
- ECB SME survey
- Fed ACM Model Estimates of Term Premia
- ECB SMP holdings
- Bruegel database of sovereign debt holdings
- NY Fed Labor Market conditions
- OECD Trade in Value-Added
- Παρακολούθηση φορολογικής διοίκησης (περιλαμβάνει οφειλές πολιτών προς το δημόσιο).
- European Covered Bond Council Statistics
- Eurostat Pension Funds Revenue/Expenditure and balance sheets.
- EPI nominal wage tracker.
- Global Innovations index data.
- Bruegel datasets.
- WSJ Greek Debt timeline.
- Fed nominal wage rigidity.
- Atlanta Fed GDPNow nowcast.
- ECB Composite Indicator of Systemic Stress.
- US consumer inflation expectations.
- Atlanta Fed Median Wage Growth Tracker.
- IMF Global Housing Watch (House prices, credit growth, house price-to-income and price-to-rent ratios)
- UK Sectoral Productivity tool.
- Dallas Fed Data: International House Price Database, Historical OECD Data, Global Data
- FRED US sectoral balances.
- SF Fed Economic Indicators (TFP productivity and others)
- Export data
- 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)
- EIA data on global supply and demand