Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs

Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models

Restricted Large Bayesian Vector Autoregressions

Evaluating Policy Counterfactuals: A "VAR-Plus" Approach

A New Keynesian Model for Financial Markets

Theory Meets Textual Analysis:Measuring Firm-Level Labor Cost Pressuresand Inflation Pass-Through

On the Wisdom of Crowds (of Economists)

Expectations Formation with Fat-Tailed Processes: Evidence and Theory

Identifying Heterogeneous Supply and Demand Shocks in European Credit Markets

Scenario Synthesis and Macroeconomic Risk

Harnessing Generative AI for Economic Insights

Macroeconomic Forecasting with Large Language Models

Testing for Weak Factors in Asset Pricing

Risk Exposures from Risk Disclosures: What They Said and How They Said It

Causal Inference in Financial Event Studies

Forecasting Crashes with a Smile