Custom Analyses

Capitalytics offers a broad range of tools for building custom analyses that can be used for macroeconomic forecasting.

Additional analyses are listed after you have logged in and have been granted access.

Example models

These public examples include linear forecasts of household credit, bank funding, housing, CRE, and C&I series, a k-nearest-neighbor USD/JPY example, plus an NY Fed mortgage migration matrix. They do not require a login.

• Example — Total household debt (2-quarters ahead)
• Example — Credit card debt (2-quarters ahead)
• Example — Credit card 90+ delinquency (2-quarters ahead)
• Example — Commercial bank deposits (6-month ahead)
• Example — Bank real-estate loans (6-month ahead)
• Example — CRE loan delinquency (2-quarters ahead)
• Example — C&I SLOOS tightening (2-quarters ahead)
• Example — Case-Shiller house prices (6-month ahead)
• Example — USD/JPY exchange rate (6-month ahead)
• Example — Mortgage delinquency migration matrix