Scott A. Brave

Federal Reserve Bank of Chicago

230 South LaSalle Street

Chicago, IL 60604

United States

SCHOLARLY PAPERS

6

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1,088

CITATIONS
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Top 22,846

in Total Papers Citations

12

Scholarly Papers (6)

1.

Monitoring Financial Stability: A Financial Conditions Index Approach

Economic Perspectives, Vol. 35, No. 1, p. 22, 2011
Number of pages: 22 Posted: 11 Feb 2011
Scott A. Brave and R. Butters
Federal Reserve Bank of Chicago and Indiana University
Downloads 633 (40,021)
Citation 7

Abstract:

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Financial Conditions, Financial Crises, Financial Stress, Principal Component Analysis, Dynamic Factor Analysis, Financial Forecasting And Simulation, Index Numbers And Aggregation

2.

The Chicago Fed DSGE Model

FRB of Chicago Working Paper No. 2012-02
Number of pages: 42 Posted: 29 Aug 2012
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 158 (183,776)

Abstract:

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New Keynesian model, DSGE, forecasting, policy analysis

3.

Gathering Insights on the Forest from the Trees: A New Metric for Financial Conditions

FRB of Chicago Working Paper No. 2010-07
Number of pages: 42 Posted: 31 Aug 2010
Scott A. Brave and R. Butters
Federal Reserve Bank of Chicago and Indiana University
Downloads 99 (262,197)
Citation 4

Abstract:

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financial crisis, financial conditions, dynamic factor, EM algorithm, Harvey accumulator, ROC curve, Markov-switching

4.

Federal Reserve Policies and Financial Market Conditions during the Crisis

FRB of Chicago Working Paper No. 2011-04
Number of pages: 67 Posted: 23 May 2011 Last Revised: 14 Jul 2011
Scott A. Brave and Hesna Genay
Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago
Downloads 97 (265,668)
Citation 1

Abstract:

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Financial crisis, Federal Reserve policies, liquidity programs, credit programs, monetary policy

5.

Forecasting Economic Activity with Mixed Frequency Bayesian Vars

FRB of Chicago Working Paper No. WP-2016-5
Number of pages: 43 Posted: 22 Jun 2016 Last Revised: 19 Aug 2018
Scott A. Brave, R. Butters and Alejandro Justiniano
Federal Reserve Bank of Chicago, Indiana University and Federal Reserve Bank of Chicago
Downloads 56 (362,116)

Abstract:

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Mixed frequency, Bayesian VAR, Real-time data, Nowcasting

6.

Nowcasting Using the Chicago Fed National Activity Index

Economic Perspectives, Vol. XXXVIII, No. 1, 2014
Number of pages: 19 Posted: 08 May 2014
Scott A. Brave and R. Butters
Federal Reserve Bank of Chicago and Indiana University
Downloads 45 (398,263)

Abstract:

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dynamic factor models, business cycles, nowcasting