Overview Macrobond has easy-to-use tools for calculating rolling mean, but what to do when you want to calculate mean from all Januaries, Februaries, etc.? See below for a solution. Example Months’ mean for 10 years There are a few ways to calculate months’ mean – in this file you can compare them. File presents method … Continue reading “Months’ mean”
Aggregate all declining values Calculation based on a condition Do calculation when series fall below its average Number of series which have risen Count(), Count valid, Counter() Count days between Fed Funds Rate hikes/cuts and cuts/hikes Countdown till 0 Find local peaks, count/aggregate observations All-time highest value and aggregated number of days above/below certain value … Continue reading “All about counting observations”
Overview We have a Recession bands (Fill range) functionality with pre-made bands of different types. You can also set 0/1 series as Fill range graph type in Graph layout. Below you will find an example how to create recession band from a ‘normal’ series. Examples Recession bands with formulas Combine analysis and formulas to calculate … Continue reading “Recession bands (with formulas)”
Overview You can calculate Drawdown with the Drawdown formula. There are ways of constructing it differently to fit your desired output – please see examples below. Examples Drawdown – historical drawdown Historical drawdown from each peak to bottom. Our drawdown() formula is defined as 100*(peak – value)/peak. Drawdown – as a number or percentage From … Continue reading “Drawdown”
Overview Calculate swaps with Zero coupon rate analysis and/or with formulas. Examples Forward swaps SEK Calculate from SEK swap rates (1 year-10 year) from SEB (Skandinaviska Enskilda Banken). Forward swaps EUR Calculate from EUR swap rates (1 year-10 year) from SEB (Skandinaviska Enskilda Banken). Euro Area & US 5Y5Y Inflation Swap Rate (requires ICAP) With … Continue reading “Forward Swaps & 5y5y”
Overview Creating a diffusion index with a combination of analyses and formulas. Examples Diffusion index – 50 as a base Check general tendency of a selection of series with value ’50’ as a base. Diffusion index – number or percentage (with Lists) See the number/percentage of countries with rising unemployment.
Overview See below examples how to connect Position-series with each other, creating a curve. Then it can be connected to the main-series. Examples Crude Oil Brent curve – current (1-24th Position) Create curve, but only from 1st Position to 24th Position series. Crude Oil Brent curve – current and 1y before Create curve from all … Continue reading “Futures (connecting them into curve)”
Overview Global credit impulse – a term created by Michael Biggs – it measures the change in new credit issued as a percentage of growth (GDP). Example Global Credit Impulse We have used mix of series from BIS and national sources and weighted them with GDP series from IMF.
Overview Some sources provide separate series for contribution to inflation or GDP. But what happens when they don’t, or there are no weights? Or when you simply want to calculate some series as part of another one? See examples below. Watchlist Charts Under Files/Macrobond chart library/1.Regions & Themes you’ll find folders for selected countries where … Continue reading “Contribution to growth”
Some charts and analyses require a combination of calculations. See below different ways of mixing different analyses and formulas for popular queries: