Blogs about applied econometrics (mostly time series).

Economist At Piper Sandler (formerly Cornerstone Macro).

Any opinions expressed are my own.

• • •

• Retooling Our ModelsFebruary 2, 2022
  Covid broke a lot of forecasting models. The New York Fed suspended their GDP Nowcasting model because the data were so volatile that it predictions turned to rubbish. How will […]
• How Machine Learning Can Save EconomicsJanuary 28, 2022
  According to a friend, the wide embrace of non-theoretical machine learning methods is indicative of fundamental economic problems. That might sound bad, but … isn’t that how science (albeit a […]
• Macro Random Forest Leads To Macro Gains In Macro ForecastingJune 14, 2021
  Tomorrow is the 11th ECB Forecasting Conference. I am excited to see so many top authors: Sims, Engle, Koop, Marcellino, Schorfeide, and many more. It is fitting that so many […]

• • •