Dave’s Blogs

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 Models
    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 Economics
    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 Forecasting
    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 […]

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