Macrobond 1.9

The new version can be installed directly via the Macrobond platform by clicking the yellow line that appears on the screen or by selecting Check for update on the Help menu. If you need assistance, a description of how to upgrade is provided by the IT-department, which may be found here. Simply click Upgrade for further instructions.

Selection of new functionality

Web publish

The purpose of the Web publish feature is to simplify the process of publishing Macrobond charts in on-line publications, such as a blog, a content management system (CMS) on your intranet or on the Internet or when using social services such as Facebook and Twitter.

Improvements in analyses

• We have implemented a one-sided HP filter in the Smoothing analysis and as a formula function.
• It is now possible to define a range for the “Performance since” operation in the Scalar analysis.
• You input which date you want to look at.
• The following analyses now supports category series: Aggregate, Correlation, Covariation, Rate of change, Smoothing and Statistics. This means that they can be used after analyses such as Slice and Scalar.
• You can now specify a maturity date instead of a maturity length for an instrument in the Scalar analysis.

More ways to search for related series

We have added some new Actions that make it easier to find other series that belong to the same Index, Source, Security or Release:

Action for navigating directly to the Release

There is now an action for going directly to the information in the Release Activity for a time series:

Go back to a previously selected entity for Actions

There is a new list of what entities that were previously used in the Action bar and you can navigate back to a previous selection:

Thumbnails for the most recently opened documents

You will now find thumbnails for the documents in the list of most recently opened documents in the Start Activity:

Information about creation date and creator of a document

In the File Open/Save dialog, we have added information about when and by whom a document was created. The name of the creator is only available for documents created since 2013.

Performance improvements

We have improved the performance in many places. The most visible changes are:

• Faster Table presentation when you have a large sets of series.
• Faster copy/move in the File Open/Save dialog when many folders or documents are selected.
• Faster display of the list of documents in the File Open/Save dialog when there are a lot of documents.
• Snappier operation when expanding folders in the File Open/Save dialog and in the database Browser.
• Faster Average correlation calculation in the Cross section analysis.
• Faster application start since some non-critical things are delayed and done in the background when the application is idle.

Additional metadata in the SQL DB Connector

There are a few more pieces of metadata that can be specified in the Macrobond SQL DB Connector: ForecastCutoffDate, MaturityDate, MaturityDays and RateMethod.

There is more information in the documentation.

Selection of new content

Foreign Direct Investment data from UNCTAD

Data for inward and outward flows and stocks for countries and regions has been added and is available here:

Economics – by region > World > Foreign Finance > Foreign Direct Investment

Economics – by source > UNCTAD United Nations Conference on Trade & Development > UNCTAD Foreign Direct Investment.

OECD Long Term Baseline Projections

The OECD Long Term Baseline analyzes the major economic trends beyond the OECD short-term projections. For all OECD economies, and the major non-OECD economies, it provides coverage of components of potential growth, fiscal balances and debt accumulation, domestic saving and investment balances, and external balances (through the current account). It also includes interest rates consistent with those projections.

The database contains annual data to 2060. Variables are defined in such a way that they are as homogenous as possible for the countries covered. Breaks in underlying series are corrected as far as possible. Sources for the historical data are publications of national statistical agencies and OECD statistical publications such as the Annual National Accounts, the International Monetary Fund, the United Nations, and Eurostat.

The series are available in: Economics – by country major > (country name) > Forecasts > OECD Economic Outlook > Long-Term Baseline Projections

IMF’s Fiscal Monitor

The IMF Fiscal Monitor contains estimates for items such as government expenditure, revenues, balance and debt in relation to GDP. Current estimates go to 2017 and are available for a wide selection of countries and regions.

The data can be found here:

Economics – by source > International Monetary Fund (IMF) > IMF Fiscal Monitor

It is also available under forecasts for individual countries in the by country tree.

Unrevised data

Over 1 million time series from the St. Louis Fed ALFRED database added. It allows you to retrieve vintage versions of economic data that were available on specific dates in history.

It contains primarily U.S. data but also some international items. Note that some U.S. data is available under international data and that the more specific U.S. items have their own categories in the ALFRED tree.

The data is presented in three ways:

Initial release – The data is presented as a normal time series but does only contain the first released data for each time period.

By vintage – The time series is presented like it looked at a specific point in time, the vintage date, which is the date included in the series title.

For reference period – This allows you to see the revisions over time for a specific reference period, like Q4-2012, which is the date included in the series title. Unlike the two variants above the series observation date is the date it was revised.