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BFD-2022-2023

Business and financial Data exam

In the directory Monthly_analysis there is:

  • a dataframe df containing daily data of some useful economic indexes: the GNI is been diveded by 10^9 in order to better represent it in plots. The Inflation is the Median Consumer Price Index (MCPI), and the Real_interest_rate are the Federal Funds Effective Rate. All the definitions of these indexes and how they are computed can be found at: (https://fred.stlouisfed.org/).

  • The Data_download_BFD.R contains the script to download the data ad generate the df.xlsx file.

  • Fine_grain_analysis is an adaptation of the code used to analyse the yearly data, however I did not followed well the part about gradient boosting and so the last part is not working.

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Business and financial Data Guidolin

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