Empirical Macrofinance: Open-source Textbook and Data-sharing Platform

自金融危机以来，金融、债务和宏观经济结果（如不断扩大的不平等）之间联系的重要性变得显而易见。到目前为止，还没有一个单一的倡议将这些最近的实证文献组织成一个有意义的整体。同样，到目前为止，用于解决宏观金融研究问题的数据来源也没有得到整合。该项目通过传播宏观金融研究中使用的新技术和数据集，以及创建一个基于每个主题的理论基础的开源教科书，填补了这些空白。该项目将开发一个开源教科书和数据共享平台，以促进实证金融和宏观经济学（宏观金融）的教学和研究，填补这一重要领域综合方法的空白。数据和教学资源将通过项目网站免费提供给学生和研究人员。代码库将可以在开源软件开发平台上访问。除了对现有的宏观金融变量数据进行标准化之外，该项目还将对以下方面的新数据进行数字化：(1)美国县域商业模式、(2)全球部门信贷和国民核算、(3)国际贷款合同。该奖项反映了美国国家科学基金会的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。

AbstractThe importance of the linkages between finance, debt, and macroeconomic outcomes, such as growing inequality, become evident since the Great Financial Crisis. To date, no single initiative has organized this recent empirical literature into a meaningful whole. Similarly, to date, data sources used to address macro-finance research questions are not integrated. This project fills these gaps by disseminating the new techniques and datasets used in macro-financial research and by creating an open-source textbook that grounds each topic to its theoretical foundations. The project will develop an open-source textbook and data-sharing platform to promote teaching and research about empirical finance and macroeconomics (macro-finance), filling the gap for an integrated approach in this important area. Data and instructional resources will be freely available to students and researchers via the project website. The codebase will be accessible on a platform for open-source software development. In addition to standardizing currently available data on macro-financial variables, the project will digitize new data on (i) US County Business Patterns, (ii) Global Sectoral Credit and National Accounts, (iii) International Loan Contracts.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.