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Research Reports

AAS Economics provides a range of research services to wholesale and institutional clients. This range includes a variety of regular reports as well as bespoke modelling of particular economies, markets or groups of markets. The principal periodic reports delivered by AAS Economics are described below. Please contact us for more information regarding these reports or to learn more about our customised research and model-building services.
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PMI Analyst
 
The Purchasing Management Index is one of the most closely watched of world indicators. We apply our forecasting framework to predict the trajectories of several of the world's most important PMIs.

AASE - PMI Analyst January 2020.pdf
File Size: 1704 kb
File Type: pdf
Download File


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MacroMaverick

MacroMaverick takes our unique monetary approach to economic analysis and uses it to identify specific opportunities. It will often develop or follow a particular theme or current topic, dissect it and take that analysis to its logical conclusion for financial markets. The approach is different and often contrarian.

AASE Macro Maverick November 2019.pdf
File Size: 1113 kb
File Type: pdf
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Fixed Income Strategies

This comprehensive report applies our proprietary model of the liquidity cycle to notional portfolios covering the fixed income markets of several economies. Capital is notionally shifted across different fixed income assets according the stage of the business cycle, driven by our unique monetary framework.

The following assets are covered:


  • Government bonds
  • High grade corporate bonds
  • High yield corporate bonds

Yield curve trends are also discussed.


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Flash Fed Report

Each week the US Federal Reserve publishes monetary statistics. These statistics have enormous significance for the course of money, credit and liquidity growth and therefore for predictions of the business cycle and asset markets.

Key among these statistics is the central bank's balance sheet, reflecting purchases and sales of assets by the Fed from the US banking sector. This is a key indicator of the Fed's policy stance and a key measure of its level of credit pumping or contraction.

AAS Economics publishes a weekly analysis of changes in the Fed's balance sheet.

AASE Fed Balance Sheet September 27 2019.pdf
File Size: 231 kb
File Type: pdf
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EcoFlash

EcoFlash is our daily analysis and forecasting publication where we apply our monetary and econometric expertise in predicting likely trends in world economies and markets.

Markets covered range from developed to emerging economies and forecast variables include GDP, industrial production, inflation, bond yields and stock indices.

Please see the example below and feel free to contact us for more information.

AASE_Ecoflash January 25 2021.pdf
File Size: 283 kb
File Type: pdf
Download File

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Weekly Macro

​Each week we publish the notes of our Monday morning meeting.

This meeting is generally thematic in nature and frequently discusses issued raised with us by clients. Clients find it a helpful blend of theory and forecast.


AASE Weekly Meeting Notes December 15 2020 - World Review.pdf
File Size: 420 kb
File Type: pdf
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Money Supply & Macro

Each month AAS Economics applies its unique monetary, credit and liquidity analysis to discuss and forecast economic and market trends in a core group of countries. This group includes The US, Eurozone, China, Japan, Australia and Canada.

In addition, where standout themes emerge from the analysis other, more specialised situations are presented along with their implications.

This publication is an ideal macroeconomic scene-setter for asset allocators and investment managers and facilitates big picture views with specific econometric forecasts for key countries in relation to:


  • GDP growth
  • Inflation
  • Bond yields
  • Industrial production

Other variables modelled include specific commodity prices (e.g. crude oil, iron ore, gold) and exchange rates.

Contact us for more information or see the sample below.

AAS Money Supply Macro - November 2020.pdf
File Size: 1401 kb
File Type: pdf
Download File

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Flash US AMS Report
 
AMS is a critical variable in the money, credit and liquidity framework developed and deployed by AAS Economics.

AMS is a proprietary reformulation of basic banking data that facilitates the modelling of economic variables and asset prices in a large range of countries.

The Flash US AMS Report allows clients to gain a quick insight each week into the course of this key monetary aggregate in the United States.

A sample is below but further information regarding this report can be obtained by contacting us.

AASE Weekly AMS January 27 2017
File Size: 315 kb
File Type: pdf
Download File



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  • Home
    • THE TEAM
  • RESEARCH
    • ARTICLES
  • SYSTEMATIC PORTFOLIOS
  • Contact
  • WEBINARS
  • VIDEOS
    • Exchange Rates
    • Australian Housing
    • Inflation 2022
    • Liquidity & Asset Prices
    • Forecasting PMIs
    • Business Cycle Asset Allocation