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The Fed scrutinizes macroeconomic data because its dual mandate is to promote maximum employment while ensuring stable prices and moderate long-term interest rates.
In macroeconomics, the subject is typically a nation—how all markets interact to generate big phenomena that economists call aggregate variables. In the realm of microeconomics, the object of analysis ...
Survival analysis can be applied to build models for time to default on debt. In this paper, we report an application of survival analysis to model default on a large data set of credit card accounts.
Abstract. This study investigates the cross-sectional variation in equity real estate investment trusts (EREITs) returns. A pooled cross-sectional, time-series approach is used as an alternative to ...