Sujit Kapadia
Biographic Data
| ID | 5736144 |
|---|---|
| NAME | Sujit Kapadia |
| GIVEN NAMES | Sujit |
| FAMILY NAME | Kapadia |
| SIGNATURE | KAPADIA S |
| AFFILIATIONS | Bank of England |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2008 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 1 |
Making text count
This paper examines several ways to extract timely economic signals from newspaper text and shows that such information can materially improve forecasts of macroeconomic variables including GDP, inflation and unemployment. Our text is drawn from three popular UK newspapers that collectively represent UK newspaper readership in terms of political perspective and editorial style. Exploiting newspaper text can improve economic forecasts both uncondi…
Financial Innovation, Macroeconomic Stability and Systemic Crises
We present a general equilibrium model of intermediation designed to capture some of the key features of the modern financial system. The model incorporates financial constraints and state-contingent contracts, and contains a clearly defined pecuniary externality associated with asset fire sales during periods of stress. If a sufficiently severe shock occurs during a credit expansion, this externality is capable of generating a systemic financial…
Financial Innovation, Macroeconomic Stability and Systemic Crises
We present a general equilibrium model of intermediation designed to capture some of the key features of the modern financial system. The model incorporates financial constraints and state-contingent contracts, and contains a clearly defined pecuniary externality associated with asset fire sales during periods of stress. If a sufficiently severe shock occurs during a credit expansion, this externality is capable of generating a systemic financial…
Financial Innovation, Macroeconomic Stability and Systemic Crises
We present a general equilibrium model of intermediation designed to capture some of the key features of the modern financial system. The model incorporates financial constraints and state-contingent contracts, and contains a clearly defined pecuniary externality associated with asset fire sales during periods of stress. If a sufficiently severe shock occurs during a credit expansion, this externality is capable of generating a systemic financial…
Making text count
This paper examines several ways to extract timely economic signals from newspaper text and shows that such information can materially improve forecasts of macroeconomic variables including GDP, inflation and unemployment. Our text is drawn from three popular UK newspapers that collectively represent UK newspaper readership in terms of political perspective and editorial style. Exploiting newspaper text can improve economic forecasts both uncondi…
Economics (2 works) · Advertising (1 works) · Artificial Intelligence (1 works) · Atlanta (1 works) · Audience measurement (1 works) · Banking stability, regulation, efficiency (1 works) · Business (1 works) · Complex Systems and Time Series Analysis (1 works) · Computer Science (1 works) · Econometrics (1 works)