Econometrics and Economics

Economics researchers across government organizations, central banks, corporate finance, risk, and asset management rely on MATLAB for data management, analysis, modeling, forecasting, and testing.


Model and Analyze Econometric Scenarios

Economists use MATLAB and its financial and econometric toolboxes to:

Create a dynamic, self-tuning model for predicting long term energy load.
Create a predictive time-series model of a stock index.

Collaborate on Model Development with Peers

The reserve banks of all OECD member countries use MATLAB for economic tasks, including dynamic stochastic generalized equilibrium (DSGE) modeling, yield curve and inflation term structure estimation, and risk measurement. MATLAB provides a common language for the computational economics community in which researchers can work and share results with their peers across government organizations and academic institutions.

In the aftermath of the global financial crisis, many central banks and financial regulators are considering new macroprudential policies to deal with so-called tail-risk events, the unlikely episodes of high financial distress with devastating impac
In this session, we discuss what the Risk Scenario Generator (RSG) is and how it fits into the Prudential SII capital modelling system. We also discuss the overall architecture of the RSG.
In the last 15 years, a growing number of central banks have adopted a new type of monetary policy regime: inflation targeting.This presentation describes key components of this policy.