Scott A. Brave

Morning Consult

Chicago, IL

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 30,191

in Total Papers Downloads

2,482

SSRN CITATIONS
Rank 18,409

SSRN RANKINGS

Top 18,409

in Total Papers Citations

31

CROSSREF CITATIONS

26

Scholarly Papers (14)

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. Andrew Butters
Morning Consult and Indiana University
Downloads 1,167 (27,015)
Citation 9

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
Morning Consult, University of Notre Dame, Federal Reserve Bank of Chicago - Economic Research Department and Federal Reserve Bank of Chicago
Downloads 233 (191,954)
Citation 10

Abstract:

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New Keynesian model, DSGE, forecasting, policy analysis

3.

A Practitioner's Guide and MATLAB Toolbox for Mixed Frequency State Space Models

Number of pages: 37 Posted: 03 Mar 2020
Scott A. Brave, R. Andrew Butters and David Kelley
Morning Consult, Indiana University and Federal Reserve Bank of Chicago
Downloads 153 (277,859)
Citation 2

Abstract:

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mixed frequency, state space, Kalman filter, maximum likelihood, MATLAB

Using the Eye of the Storm to Predict the Wave of COVID-19 UI Claims

Kelley School of Business Research Paper No. 2020-68
Number of pages: 18 Posted: 18 Apr 2020 Last Revised: 23 Nov 2020
Federal Reserve Bank of Chicago, Morning Consult, Indiana University, Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Downloads 94 (397,816)
Citation 1

Abstract:

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Unemployment Insurance, Google Trends, Hurricanes, Search, Unemployment, Covid-19

Using the Eye of the Storm to Predict the Wave of Covid-19 UI Claims

FRB of Chicago Working Paper No. 2020-10
Number of pages: 19 Posted: 04 May 2020
Federal Reserve Bank of Chicago, Morning Consult, Indiana University, Indiana University - Kelley School of Business - Department of Business Economics & Public Policy and Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Downloads 55 (536,079)
Citation 1

Abstract:

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unemployment insurance, Google Trends, hurricanes, search, unemployment, Covid-19

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: 29 Apr 2020
Morning Consult, Indiana University and Federal Reserve Bank of Chicago
Downloads 147 (287,093)
Citation 10

Abstract:

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

6.

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. Andrew Butters
Morning Consult and Indiana University
Downloads 142 (295,094)
Citation 9

Abstract:

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

7.

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
Morning Consult and Federal Reserve Bank of Chicago
Downloads 120 (334,804)

Abstract:

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

8.

The Detection and Prevention of Cheating: Pay and Performance-enhancing Drugs in Minor League Baseball

Number of pages: 47 Posted: 09 Mar 2022
Daniel Aaronson, Scott A. Brave and Ross Cole
Federal Reserve Bank of Chicago, Morning Consult and Federal Reserve Bank of Chicago
Downloads 103 (371,979)

Abstract:

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cheating, deterrence, compensation, performance-enhancing drugs

9.

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. Andrew Butters
Morning Consult and Indiana University
Downloads 79 (438,184)
Citation 1

Abstract:

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dynamic factor models, business cycles, nowcasting

10.

Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade

FRB of Chicago Working Paper No. WP-2021-05
Number of pages: 51 Posted: 02 Jun 2021 Last Revised: 05 Nov 2021
Morning Consult, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago and Federal Reserve Bank of Chicago - Economic Research
Downloads 75 (451,233)

Abstract:

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11.

Calibrating Macroprudential Policies for the Canadian Mortgage Market

C.D. Howe Institute Commentary 570 (2020)
Number of pages: 28 Posted: 04 May 2020
Scott A. Brave, Jeremy Kronick and Jose A. Lopez
Morning Consult, C.D. Howe Institute and Federal Reserve Bank of San Francisco
Downloads 44 (579,075)

Abstract:

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Financial Services and Regulation; Monetary Policy

The Perils of Working with Big Data and a Small Framework You Can Use to Avoid Them

FRB of Chicago Working Paper No. WP-2020-35
Posted: 04 Jun 2021
-, Scott A. Brave and R. Andrew Butters
affiliation not provided to SSRN, Morning Consult and Indiana University

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The Perils of Working with Big Data and a SMALL Framework You Can Use to Avoid Them

FRB of Chicago Working Paper No. 2020-35
Number of pages: 35 Posted: 28 Dec 2020
Scott A. Brave, R. Andrew Butters and Michael Fogarty
Morning Consult, Indiana University and Federal Reserve Bank of Chicago
Downloads 27 (701,907)
Citation 3

Abstract:

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big data, economic statistics, business analytics, forecasting

13.

Predicting Benchmarked Us State Employment Data in Realtime

FRB of Chicago Working Paper No. WP 2019-11
Number of pages: 43 Posted: 21 Feb 2020 Last Revised: 18 Mar 2021
Morning Consult, Federal Reserve Bank of St. Louis, Compass Lexecon and Federal Reserve Bank of Chicago
Downloads 27 (682,178)
Citation 1

Abstract:

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dynamic factor model, Employment, Data revisions, nowcasting

14.

Predicting Benchmarked Us State Employment Data in Real Time

FRB St. Louis Working Paper No. 2019-37
Number of pages: 43 Posted: 14 May 2021
Morning Consult, Federal Reserve Bank of St. Louis, Compass Lexecon and Federal Reserve Bank of Chicago
Downloads 16 (772,450)
Citation 2

Abstract:

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Benchmarking methods, Real-time data, Revisions, Forecasting accuracy, time series, Nowcasting, US employment