SI 2023 Forecasting & Empirical Methods

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• Jacob Goldin, Julian Nyarko, Justin Young
  Forecasting Algorithms for Causal Inference with Panel Data
• Matias D. Cattaneo, Richard K. Crump, Weining Wang
  Beta-Sorted Portfolios
• David Ardia, Laurent Barras, Olivier Scaillet, Patrick Gagliardini
  Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified
• Hilde C. Bj, Yoosoon Chang, Jamie L. Cross
  Oil and the Stock Market Revisited: A Mixed Functional VAR Approach
• Domenico Giannone, Michele Lenza, Giorgio Primiceri
  Re-Thinking about Instrumental Variables
• Atsushi Inoue, Barbara Rossi, Yiru Wang
  Local Projections in Unstable Environments: How Effective is Fiscal Policy?
• M. Hashem Pesaran, Ron Smith
  The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong and Latent Factors
• Aeimit Lakdawala, Jane M. Ryngaert, Benjamin Kay, Michael Futch
  Partisan Bias in Professional Macroeconomic Forecasts
• Marko Mlikota
  Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
• James D. Hamilton, Jin Xi
  Principal Component Analysis for Nonstationary Series
• Claire Yurong Hong, Jun Pan, Shiwen Tian
  Inflation Forecasting from Cross-Sectional Stocks
• Xavier Gabaix, Ralph S. J. Koijen, Motohiro Yogo
  Asset Embeddings
• Marco Del Negro, Federico Bassetti, Roberto Casarin
  A Bayesian Approach for Inference on Probabilistic Surveys
• Diego R. Kaenzig, Maximilian Konradt
  Climate Policy and the Economy: Evidence from Europe's Carbon Pricing Initiatives
• Daniel Lewis, Karel Mertens
  A Robust Test for Weak Instruments with Multiple Endogenous Regressors
• Ulrich Müller, Mark W. Watson
  Spatial Unit Roots

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