Central Banks Notes

Get the latest insights on how Central Banks use MATLAB

What's New in Econometrics?

MATLAB now supports Markov-Switching and the Bayesian Vector autoregression models in the Econometrics Toolbox


Continuous Integration with MATLAB

Learn how MATLAB users can MATLAB users can enjoy these benefits in many common CI platforms


The ECB's BEAR Toolbox

The ECB have a new release of the Bayesian Estimation, Analysis and Regression (BEAR) toolbox


Database Explorer for NGFS / IIASA Database

Easily use NGFS scenarios in MATLAB


Backtesting Expected Shortfall

Risk Management Toolbox adds the “minimally biased backtest for Expected Shortfall” to its framework


Ken Nyholm’s “A Practitioner's Guide to Discrete-Time Yield Curve Modelling”

Ken Nyholm of the European Central Bank in Frankfurt published “A Practitioner's Guide to Discrete-Time Yield Curve Modelling” with many examples in MATLAB

Ask the Expert

Stuart Theakston,
Central Banking Expert