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

摘要自大金融危机以来，金融、债务和宏观经济结果(如日益加剧的不平等)之间联系的重要性变得明显。到目前为止，还没有一项倡议将这些最近的经验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尚未整合。这个项目通过传播宏观金融研究中使用的新技术和数据集来填补这些空白，并创建了一本以每个主题的理论基础为基础的开放源码教科书。该项目将开发一个开源教科书和数据共享平台，以促进关于经验金融学和宏观经济学(宏观金融学)的教学和研究，填补在这一重要领域采取综合方法的空白。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。该代码库将在开放源码软件开发平台上使用。除了标准化现有的宏观金融变量数据外，该项目还将数字化有关(I)美国县商业模式、(Ii)全球部门信贷和国民账户、(Iii)国际贷款合同的新数据。该奖项反映了NSF的法定使命，并通过使用基金会的智力优势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.