SI 2024 Forecasting & Empirical Methods
Upload/update your conference materials
-
Hie Joo Ahn, Simon Smith
Inflation Dynamics During the COVID Era: A High-frequency Approach -
Dacheng Xiu, Stefano Giglio, Dake Zhang
Prediction when factors are weak -
Saeed Zaman, James Mitchell
The Distributional Predictive Content of Measures of Inflation Expectations -
Junting Duan, Markus Pelger, Ruoxuan Xiong
Causal Inference for Large Dimensional Non-Stationary Panels with Two-Way Endogenous Treatment and Latent Confounders -
Laura Liu, Yulong Wang
Binary Models with Extreme Covariates: Estimation and Prediction -
Isaac Baley, Javier Turen
Lumpy Forecasts -
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
Macro Strikes Back: Term Structure of Risk Premia and Market Segmentation -
Christiane Baumeister, James D. Hamilton
Uncovering Disaggregated Oil Market Dynamics: A Full-Information Approach to Granular Instrumental Variables -
Jesús Fernández-Villaverde, Tomohide Mineyama, Dongho Song
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects -
Torben G. Andersen, Yi Ding, Viktor Todorov
The Granular Origins of Tail Risk -
Ulrich Müller, Mark W. Watson
Testing Coefficient Variability in Spatial Regressions -
Gabriel Chodorow-Reich, Xavier Gabaix, Ralph S. J. Koijen, Davide Viviano
Propagation of Shocks in Networks: Identification and Applications -
Regis Barnichon, Geert Mesters
Innovation Powered Narrative Inference -
Martin Almuzara, Víctor Sancibrián
Micro Responses to Macro Shocks -
Silvia Goncalves, Serena Ng
Imputation of Counterfactual Outcomes when the Errors are Predictable -
Florian Huber, Massimiliano Marcellino, Tommaso Tornese
The Distributional Effects of Economic Uncertainty
Send questions to the NBER Conference Department (confer@nber.org).