Clinton Watkins
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Forecasting recessions with the yield curve
R
Forecasting
Term structure
Yield curve
Recession
A note on extracting information about future reessions from the term structure of interest rates including R code and analysis of US data.
1 May 2024
Generalised impulse response function in R.
R
Econometrics
R code for creating generalised impulse response functions (GIRF) from VARS package outputs.
25 May 2021
Conway’s GOL
R
Here on R Bloggers
is some code simulating Conway’s
Game of Life
. The code produces the animated gif above that shows the evolution of a pattern determined only by its…
20 May 2021
Summary of our commodity market microstructure research on the JPX website.
commodities
JPX
Media
Summary of our commodity market microstructure research on the Japan Exchange Group website.
1 May 2020
Summary of our intraday commodity seasonality research on the JPX website.
commodities
JPX
Media
Summary of our intraday commodity seasonality research on the Japan Exchange Group website.
1 April 2020
Times Higher Education article
University rankings
Media
My co-author Michael McAleer was interviewed in connection with our article on university rankings.
21 November 2019
Nikkei Newspaper article on commodity derivative research at Kobe University
commodities
Nikkei
Media
Nikkei Newspaper Staff Writer Shuhei Yamamoto came to Kobe University to interview Kentaro Iwatsubo, Yasuo Takatsuki and myself about our work on commodity derivatives.
5 June 2019
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