index – Clinton Watkins

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.

Generalised impulse response function in R.

R

Econometrics

R code for creating generalised impulse response functions (GIRF) from VARS package outputs.

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…

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.

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.

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.