Quantitative Tools for Monetary Policy and Financial Stability

Central banks require economic analysis at a level of rigour that most consultancies cannot provide. Monetary policy committees need models calibrated to specific economies and validated against historical episodes. Research departments need alternative data that supplements — not replaces — official statistics.

We build DSGE and reduced-form forecasting models for inflation, output, employment, and bond yields. Our models are calibrated to specific policy regimes and stress-tested against known macroeconomic episodes, producing scenario analyses suitable for internal review and publication.

Our data products offer central banks a new lens on the economy. The Work from Home Map tracks structural shifts in labour markets across five countries. The US Firm-Lender Credit Map provides granular visibility into credit relationships across 1.8 million firms — a critical input for financial stability monitoring. Each dataset is built with the methodological transparency that central bank research departments expect.