Rephonic
Artwork for AI Economics Research Podcast

AI Economics Research Podcast

AI Economist
Bank Of England
Artificial Intelligence
Inflation
Food Prices
Machine Learning
Recurrent Neural Networks
High Frequency Trading
Principal Component Analysis
Phillips Curve
Wage Information
Climate Change
Indirect Inference
United States
Monetary Aggregates
Financial Markets
London Agents
Trade Costs
Global Welfare
Global Trade
Vector Autoregressions

A podcast where AI hosts explain central bank and economics research papers. Each episode breaks down academic work in a clear conversational format, covering monetary policy, inflation, forecasting, macroeconomics, and financial stability.

PublishesTwice weeklyEpisodes28Founded4 months ago
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Artwork for AI Economics Research Podcast

Latest Episodes

This episode dives into a Federal Reserve Bank of New York Staff Report that uses big data from foot traffic to uncover hidden demand shocks affecting businesses in New York City. We explore how retail, service, and health establishments experience h... more

This episode dives into a new Bank of England research paper exploring whether Large Language Models like GPT-3.5 Turbo can form inflation perceptions and expectations similar to human households. Using a clever quasi-experimental design, the study c... more

This episode breaks down a recent Federal Reserve Bank of St. Louis research paper, offering a strategic economic analysis of narcoterrorism in plain English. We explore how terrorist groups extort drug farmers for funding, how developed nations use ... more

This episode breaks down a research paper from the Federal Reserve Bank of St. Louis, exploring whether different measures of the money supply are useful for forecasting US inflation. Using advanced non-linear techniques, the authors find limited sup... more

This episode dives into a Federal Reserve Bank of St. Louis research paper asking a crucial question: Do monetary aggregates actually help forecast inflation? We break down the paper's novel approach using neural networks and kernel regression to eva... more

This episode dives into a Federal Reserve Bank of St. Louis research paper that examines how to make economic forecasts more accurate, particularly in an environment of structural change. We break down how combining "recursive" (using all available d... more

This episode delves into an OECD research paper that challenges conventional wisdom on forecasting recessions. We explore how a "wisdom of crowds" approach, averaging predictions from multiple simple models, can be as effective as advanced machine le... more

This episode explains a Bank of England Staff Working Paper, "Non-standard errors," by Albert J Menkveld et al., exploring how variations in researcher choices introduce significant "non-standard errors" into scientific findings. We break down their ... more

Key Facts

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Recent Guests

Marcus Buckman
Author of the paper discussed, Bank of England
Bank of England
Episode: Bank of England: Interpretable AI for Smarter Economic Predictions (Explained)
Andreas Joseph
Author of the paper discussed, Bank of England
Bank of England
Episode: Bank of England: Interpretable AI for Smarter Economic Predictions (Explained)

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Talking Points

Recent interactions between the hosts and their guests.

Federal Reserve Bank of New York Staff Reports: Federal Reserve: How to Guarantee Honest Information Disclosure from Regulators? Cryptography is Key (Explained)
Q: Imagine a bank stress test. Regulators want to tell the public if banks are healthy, but revealing too much bad news could cause a bank run. How does the paper propose solving this?
The paper proposes a framework where the regulator commits to a disclosure rule and uses cryptographic techniques to ensure the recipient gets a verifiable signal, while the regulator does not learn the exact signal before it is delivered, thereby preventing post-outcome manipulation.

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Frequently Asked Questions About AI Economics Research Podcast

What is AI Economics Research Podcast about and what kind of topics does it cover?

This program surveys economic research through accessible, practitioner-friendly conversations that bridge academic papers and real-world policy implications. Recent episodes explore how AI adoption affects productivity, how high-frequency trading shapes corporate finance, and how central banks forecast and interpret risk using advanced methods such as machine learning and structural modeling. A notable thread is the emphasis on policy relevance: re-skilling, governance of AI in finance, model transparency, and the careful consideration of uncertainty and non-linear effects in inflation, forecasting, and financial stability. The show tends to connect technical methods with tangible outcomes for policymakers, investors, and financial profess... more

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How many episodes of AI Economics Research Podcast are there?

AI Economics Research Podcast launched 4 months ago and published 28 episodes to date. You can find more information about this podcast including rankings, audience demographics and engagement in our podcast database.

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What guests have appeared on AI Economics Research Podcast?

Recent guests on AI Economics Research Podcast include:

1. Marcus Buckman
2. Andreas Joseph

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