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    Published on Thursday, November 12, 2020 | Updated on Thursday, November 12, 2020

    Big Data techniques used

    Global | Tracking the COVID-19 Crisis with High-Resolution Transaction Data

    Summary

    Presentation released by BBVA Research at Banca d’Italia and Federal Reserve Board Joint Conference, Nontraditional Data & Statistical Learning with Applications to Macroeconomics.

    Key points

    • Key points:
    • Measuring National Accounts in Real Time & High Definition. The use of card spending for nowcasting aggregate consumption and making granular economic analysis.
    • Data may be analyzed between 1-3 months ahead than the official figures. Data has more granular detail on household spending than the official figures.
    • Transaction data has proved to be useful to track the economy and exploit time series, cross-sectional and geographical dimensions.
    • Detailed transaction data on transportation and commuting spending can be used to explain disease incidence at the local level.

    Geographies

    Topics

    Authors

    Vasco M. Carvalho University of Cambridge - External partner
    Juan Ramón García BBVA Research - Principal Economist
    Stephen Hansen University College London - External partner
    Alvaro Ortiz BBVA Research - Head of Analysis with Big Data
    Tomasa Rodrigo BBVA Research - Lead Economist
    José V. Rodríguez Mora CUNEF - External partner
    Pep Ruiz BBVA Research - Principal Economist

    Documents and files


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    Presentation (PDF)

    BoI-FRB_Carvalho_et_al2020_FV.pdf

    English - November 12, 2020

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