David Gauthier
Welcome to my website.
Here you can find datasets, projects, and research papers I am working on.
The indices below show central-bank sentiment and orientation for various central banks. It is built from a large corpus of central bankers' speeches.
Macroeconomic Research
- Papers
Publications
Collateral Shocks with Yvan Bécard (Appendix, Codes) - 2022 - American Economic Journal: Macroeconomics
Banks, Nonbanks, and Business Cycles with Yvan Bécard (Appendix) - 2023 - European Economic Review
Slow Recoveries, Endogenous Growth and Policy with Dario Bonciani and Derrick Kanngiesser (Appendix, Blog, Codes) - 2023 - Review of Economic Dynamics
Working Papers
Bank Shocks and the Debt Structure (Appendix, Blog) - 2023 - Macroeconomic Dynamics (R&R)
Bank Competition and the Financial Crisis: the French Example - 2016
- Econ Toolboxes
Toolboxes and utilities I use for macro research.
DATASETS
Datasets built for research projects, the datasets are hosted on Kaggle.
- Macro Announcements
https://www.kaggle.com/datasets/davidgauthier/macro-announcements
Latest macroeconomic data releases with consensus and forecasts.
- Glassdoor Job Reviews
https://www.kaggle.com/datasets/davidgauthier/glassdoor-job-reviews
Contains job descriptions and rankings among various criteria such as work-life balance, income, culture, etc. The data covers several industries in the UK since 2008.
- FOMC Press Conferences
https://www.kaggle.com/datasets/davidgauthier/fomc-conferences
Chairperson's answers in press FOMC press conferences. The data contains audio and text format and starts in 2015.
- Central Bank Speeches
https://www.kaggle.com/datasets/davidgauthier/central-bank-speeches
A corpus of curated central bank speeches for the Euro Area, United States, United Kingdom, Japan, Canada, Sweden, Switzerland, and Austria. The corpus starts in 1997.
DATA SCIENCE
- Projects
Central Bank Speeches: A Systematic Investment Strategy - 2022
Glassdoor Reviews and Firms' Rating with Nathalie Bou Farhat and Josephine Gilbert
- Hackathons