Blogs about applied econometrics (mostly time series).
Economist At Piper Sandler (formerly Cornerstone Macro).
Any opinions expressed are my own.
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- Retooling Our ModelsCovid 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 EconomicsAccording 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 ForecastingTomorrow 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 […]
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