Discussion paper DP20082 Asset Embeddings Xavier Gabaix Ralph Koijen Robert Richmond Motohiro Yogo 27 Mar 2025 Asset Pricing C53 G12 G23
Discussion paper DP19965 Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer 25 Feb 2025 Monetary Economics and Fluctuations C11 C22 C53 E31 E37
Discussion paper DP19915 Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs Oriol Gonzalez-Casasus Frank Schorfheide 5 Feb 2025 Monetary Economics and Fluctuations C11 C32 C52 C53
Discussion paper DP19836 The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls Mikhail Chernov Vadim Elenev Dongho Song 8 Jan 2025 Political Economy Public Economics Asset Pricing C32 C53 D72 P00
Discussion paper DP19760 The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy Andrea De Polis Leonardo Melosi Ivan Petrella 12 Dec 2024 Monetary Economics and Fluctuations Macroeconomics and Growth E52 E31 C53
Discussion paper DP19564 Pitfalls of Demographic Forecasts of US Elections Richard Calvo Vincent Pons 8 Oct 2024 Political Economy D72 J11 C53 P00
Discussion paper DP19483 Nowcasting Recession Risk Francesco Furno Domenico Giannone 16 Sep 2024 Monetary Economics and Fluctuations E32 C32 C53
Discussion paper DP19426 A Bayesian Approach for Inference on Probabilistic Surveys Federico Bassetti Roberto Casarin Marco Del Negro 3 Sep 2024 Monetary Economics and Fluctuations C11 C14 C53 C82 E31 E32 E37
Discussion paper DP19381 Bayesian Neural Networks for Macroeconomic Analysis Niko Hauzenberger Florian Huber Karin Klieber Massimiliano Marcellino 19 Aug 2024 Monetary Economics and Fluctuations C11 C30 C45 C53 E3 E44
Discussion paper DP19266 Returns to Data: Evidence from Web Tracking Hannes Ullrich Jonas Hannane Christian Peukert Luis Aguiar Tomaso Duso 19 Jul 2024 Industrial Organization C53 D22 D43 K21 L13 L4
Discussion paper DP19198 Predicting Retirement and Social Security Claiming Decisions using Machine Learning Alexander Kwon Lilia Maliar 1 Jul 2024 Public Economics C53 H55 J14 J26
Discussion paper DP19129 Risky Oil: It's All in the Tails Christiane Baumeister Florian Huber Massimiliano Marcellino 3 Jun 2024 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C53 Q41 Q47