A better understanding of foreign exchange intervention (FXI) is often hindered by the lack of data. This paper provides a new dataset of FXI covering a large number of countries since 2000 at monthly ...

This paper presents a new dataset of monetary policy shocks for 21 advanced economies and 8 emerging markets from 2000-2022. We use daily changes in interest rate swap rates around central bank ...

This letter outlines how to identify, and potentially mitigate, common sources of “dataset shift” in machine-learning systems. This occurs when the model “training data” differ from the ...