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David Kelley

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About

David Kelley was a senior associate economist in the economic research department at the Federal Reserve Bank of Chicago.

Bank Publications

Economic Perspectives

A New “Big Data” Index of U.S. Economic Activity
Scott A. Brave, R. Andrew Butters, David Kelley | 2019 | Vol. 43 | No. 1 | February Download

Chicago Fed Letter

A “Big Data” View of the U.S. Economy: Introducing the Brave-Butters-Kelley Indexes
Scott A. Brave, Ross Cole, David Kelley | 2019 | No. 422 Download
Which Leading Indicators Have Done Better at Signaling Past Recessions?
David Kelley | 2019 | No. 425 Download
What Does Labor Market Tightness Tell Us About the End of an Expansion?
Scott A. Brave, David Kelley | 2018 | No. 403 Download
Why Does the Yield-Curve Slope Predict Recessions?1
Luca Benzoni, Olena Chyruk, David Kelley | 2018 | No. 404 Download
Introducing the Chicago Fed’s New Adjusted National Financial Conditions Index
Scott A. Brave, David Kelley | 2017 | No. 386 Download
Is There Still Slack in the Labor Market?
Daniel Aaronson, Scott A. Brave, David Kelley | 2016 | No. 359 Download

Working papers

Working Papers

Why Does the Yield-Curve Slope Predict Recessions?
Luca Benzoni, Olena Chyruk, David Kelley | 2018 | No. 2018-15 Download

Selected External Publications

Acceptances in Academic Journals and Books

Brave, Scott A., R. Andrew Butters, and David Kelley, 2022, “A practitioner’s guide and MATLAB toolbox for mixed frequency state space models,” Journal of Statistical Software, Vol. 104, No. 10, October, pp. 1–40, (accepted June 13, 2020). 20221001050000
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