SI 2025 Forecasting & Empirical Methods
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Dobrislav Dobrev, Pawel Szerszen
Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models -
Olivier De Jonghe, Daniel Lewis
Identifying Heterogeneous Supply and Demand Shocks in European Credit Markets -
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
Macroeconomic Forecasting with Large Language Models -
Tomás E. Caravello, Alisdair McKay, Christian K. Wolf
Evaluating Policy Counterfactuals: A "VAR-Plus" Approach -
Rahul Mazumder, Seth Pruitt, Landon Ross
Risk Exposures from Risk Disclosures: What They Said and How They Said It -
Paul Goldsmith-Pinkham, Tianshu Lyu
Causal Inference in Financial Event Studies -
Aakash Kalyani, Serdar Ozkan
Theory Meets Textual Analysis:Measuring Firm-Level Labor Cost Pressuresand Inflation Pass-Through -
Tim de Silva, Eugene Larsen-Hallock, Adam Rej, David Thesmar
Expectations Formation with Fat-Tailed Processes: Evidence and Theory -
Thomas Mertens, Tony Zhang
A New Keynesian Model for Financial Markets -
Eva F. Janssens, Robin L. Lumsdaine
Restricted Large Bayesian Vector Autoregressions -
Soohun Kim, Valentina Raponi, Paolo Zaffaroni
Testing for Weak Factors in Asset Pricing -
Oriol Gonzalez-Casasus, Frank Schorfheide
Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs -
Manish Jha, Jialin Qian, Michael Weber, Baozhong Yang
Harnessing Generative AI for Economic Insights -
Tobias Adrian, Domenico Giannone, Matteo Luciani, Mike West
Scenario Synthesis and Macroeconomic Risk -
Ian Martin, Ran Shi
Forecasting Crashes with a Smile -
Francis X. Diebold, Aaron Mora, Minchul Shin
On the Wisdom of Crowds (of Economists)
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