Published on Monday, May 8, 2017 | Updated on Sunday, May 13, 2018

Document number 17/13

Tracking chinese vulnerability in real time using Big Data

Summary

We develop an indicator to track vulnerability sentiment in China. In order to ensure robustness and depth, we use a combination of traditional macroeconomic and financial time series with textual analysis using Big Data techniques.The index is composed by the following dimensions: state owned enterprises; shadow banking; housing market bubble and exchange rate market.

Geographies

Authors

Carlos Casanova
Álvaro Ortiz BBVA Research - Head of Analysis with Big Data
Tomasa Rodrigo BBVA Research - Lead Economist
Le Xia BBVA Research - Chief Economist
Joaquín Iglesias

Documents and files


Warning: Invalid argument supplied for foreach() in /var/www/html/wp-content/themes/bbvaresearch/single.php on line 850
Report (PDF)

Tracking-Chinese-Vulnerability-in-Real-Time-Using-Big-Data_Bank-of-England_Oct2017

English - May 8, 2017

New comment

Be the first to add a comment.

Load more

You may also be interested in