Models
Three macro-economic products under the Parra Macro umbrella. Each has its own methodology, data pipeline, and dashboard — pick one to start.
GeoRisk Monitor
Real-time geopolitical risk scoring
Composite country risk index built from WGI governance indicators, World Bank macro fundamentals, and live GDELT / news sentiment. Updates every 15 minutes.
US Macro Model
FRB/US-lite reduced-form econometric model
Eleven estimated behavioral equations spanning spending, prices, labor, and financial blocks, solved jointly each quarter via damped Gauss-Seidel. Produces baseline forecasts, bootstrap fan charts, and shock-scenario IRFs.
US House Prices
FHFA · Case-Shiller · Zillow ZHVI
Unified view of US residential property prices at every geographic level — region, state, MSA, county, ZIP. YoY, trend, peak drawdown, and z-scored growth momentum surfaced per entity.
Sovereign Credit Default
PD & rating · macro-only · agency comparison
Probability of default and 1–10 internal credit rating for ~190 sovereigns. Trained on macro/external/fiscal indicators (IMF WEO + World Bank) plus a shadow-debt overlay, fit against historical sovereign default events. Logistic regression and gradient boost; PD calibrated empirically.
US Labor Market
BLS payrolls + unemployment vs in-house nowcast
Monthly nonfarm payroll growth and the U-3 unemployment rate from BLS, set against an in-house bridge-model nowcast built from FRED leading indicators (initial & continued claims, JOLTS openings, manufacturing hours, industrial production, sentiment). Track-record table shows estimate vs print, month by month.
Data Center Risk Map
CBRE-tier markets · built / UC / planned MW
US wholesale data center markets classified by CBRE's primary / secondary / emerging tiers. Maps concentration of installed capacity and flags overbuild risk via the unleased share of under-construction MW relative to the installed base.