Advanced Analytics

Deep-dive correlation analysis and economic shock transmission networks

Data Period

Last 52 Weeks

Indicators

8 Major Economic Series

Economic Channels

4 Events -> 4 Sectors

Refresh Cycle

Real-time (Cached 1h)

Indicator Correlation Matrix

Pearson correlation analysis showing relationships between key economic indicators. Positive correlations (green) indicate variables move together; negative (red) indicates inverse movements.

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Economic Shock Transmission Network

Flow diagram showing how external and domestic shocks propagate through sectors to final economic outcomes. Flow width represents impact magnitude.

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Correlation Insights

✓GDP-RMG Exports: 0.85 correlation (RMG sector drives growth)
✗Inflation-Unemployment: -0.62 correlation (Phillips Curve observed)
✓Reserves-CAD: 0.78 correlation (Current account drives reserves)
~Credit-GDP: 0.45 correlation with 2-quarter lag

Shock Transmission Channels

→Tariff Shock: 85% impact through RMG, 60% through manufacturing
→FX Depreciation: Boosts competitiveness but raises import costs
→Global Recession: 75% demand impact on RMG, 65% on manufacturing
→Credit Tightening: 80% impact on manufacturing investment capacity

Use Cases

Policy Maker Use

Identify which events create strongest economic impacts through specific sectors, enabling targeted policy interventions.

Risk Manager Use

Understand correlation structure for portfolio diversification and hedge strategy design. Anticipate second-order effects.

Economist Use

Validate theoretical models against empirical correlation patterns and shock transmission magnitudes.

Technical Details

Correlation Matrix Methodology:

Method: Pearson correlation coefficient (r)
Period: 52-week rolling window
Data Source: World Bank, IMF, ADB, FRED APIs
Caching: 1-hour TTL with Redis
Update: Real-time on data availability

Sankey Transmission Network:

Nodes: 4 events + 4 sectors + 4 outcomes (12 total)
Links: 23 transmission channels with estimated weights
Weights: Based on regression analysis and expert judgment
Parameterization: Impact model elasticities
Validation: Cross-checked against historical episodes

AI Economic Analysis

Gemini

Ask Gemini to analyze correlations, identify transmission channels, or generate policy insights.