Working Papers

From The George Washington University, The Center for Economic Research
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2026-005: Measuring AI's Economic Reach: A Multi-Dimensional Task Taxonomy: Daniel Parshall and Andrea Lopez-Luzuriaga
2026-004: Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models: Dobrislav Dobrev and Pawel J. Szerszen
2026-003: Celebrating America's Declaration of Independence and The Wealth of Nations at 250 Years: A Lowcountry View of Capitalism, Deviations from Efficient Markets, and the Future of Global Forecasting of Earnings: John B. Guerard, Jr. and Juan Chen
2026-002: Demand Shocks in Equity Markets and Firm Responses: Fernando Broner, Juan Cortina, Sergio Schmukler and Tomas Williams
2026-001: Makers and Takers: The Economics of the Kalshi Prediction Market: Constantin Bürgi, Wanying Deng and Karl Whelan
2025-013: When the Fed Reveals Its Hand: The SEP and Monetary Policy Surprises: Andrew Martinez and Tara Sinclair
2025-012: Green versus Conventional Corporate Debt: From Issuances to Emissions: Juan Cortina, Claudio Raddatz, Sergio Schmukler and Tomas Williams
2025-011: Economic Development in the 21st Century: Carmel Chiswick
2025-010: No Shame in my Name: Public Disclosure and Tax Compliance in a low-capacity state: Priya Manwaring and Tanner Regan
2025-009: Illuminating the Global South: Giorgio Chiovelli, Stelios Michalopoulus, Elias Papaioannou and Tanner Regan
2025-008: The Role of Social Connections in the Racial Segregation of US Cities: Andreas Diemer, Tanner Regan and Cheng Keat Tang
2025-007: Economics of Greenfield Urban Planning: J. Vernon Henderson, Francisco Libano-Monteiro, Martina Manara, Guy Michaels and Tanner Regan
2025-006: Real-time Hurricane Damage Nowcasts: Andrew Martinez
2025-005: FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling: Sophia Kazinnik and Tara Sinclair
2025-004: The Reliability of the Nominal GDP Expectations Gap: Andrew Martinez, Alexander Schibuola and David Beckworth
2025-003: Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities: Natsuki Arai and Shian Chang
2025-002: Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections: Luke Jackson, Katarina Juselius, Andrew Martinez and Felix Pretis
2025-001: How do Macroeconomic Expectations React to Extreme Weather Shocks?: Andrew Martinez
2024-003: House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks: Gary Cornwall and Marina Gindelsky
2024-002: House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks: William Larson and Andrew Martinez
2024-001: Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right: John Guerard
2023-001: On the Predictability of the DJIA and S&P500 Indices: John Guerard, Dimitrios Thomakos, Foteini Kyriazi and Konstantinos Mamais
2022-001: The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022: Jennifer Castle, David Hendry and Andrew Martinez
2021-007: Employment Reconciliation and Nowcasting: Eiji Goto, Jan Jacobs, Tara Sinclair and Simon van Norden
2021-006: Jointly Modeling Male and Female Labor Participation and Unemployment: David Bernstein and Andrew Martinez
2021-005: Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity: Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
2021-004: Sentiment and Uncertainty about Regulation: Tara Sinclair and Zhoudan Xie
2021-003: The Forecasts of Individual FOMC Members: New Evidence after Ten Years: Jaime Marquez and Sarp Kalfa
2021-002: Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation: Brent Meyer, Nicholas Parker and Xuguang Simon Sheng
2021-001: Dynamic Econometrics in Action: A Biography of David F. Hendry: Neil R. Ericsson
2020-009: Smooth Robust Multi-Horizon Forecasts: Andrew Martinez, Jennifer Castle and David Hendry
2020-008: Extracting Information from Different Expectations: Andrew Martinez
2020-007: The FOMC’s New Individual Economic Projections and Macroeconomic Theories: Natsuki Arai
2020-006: The Impact of the COVID-19 Pandemic on Business Expectations: Brent Meyer, Brian Prescott and Xuguang Simon Sheng
2020-005: Expectation Formation and the Persistence of Shocks: Constantin Bürgi
2020-004: Nowcasting Unemployment Insurance Claims in the Time of COVID-19: William Larson and Tara Sinclair
2020-003: Forecast Accuracy Matters for Hurricane Damages: Andrew Martinez
2020-002: Consumer Inflation Expectations and Household Weights: Constantin Bürgi
2020-001: What Does Forecaster Disagreement Tell Us about the State of the Economy?: Constantin Bürgi and Tara Sinclair
2019-003: Continuities and Discontinuities in Economic Forecasting: Tara Sinclair
2019-002: Sectoral Okun’s Law and Cross-Country Cyclical Differences: Eiji Goto and Constantin Bürgi
2019-002: Estimating monetary policy rules in small open economies: Michael Browne
2018-007: Forecasting FOMC Forecasts: Sarp Kalfa and Jaime Marquez
2018-006: Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game: Carl Singleton, J Reade and Alsdair Brown
2018-005: A Textual Analysis of the Bank of England Growth Forecasts: Jacob T. Jones, Tara Sinclair and Herman Stekler
2018-004: Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts: Gabriel Mathy and Christian Roatta
2018-003: Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity: Benjamin Williams
2018-002: Identification of the Linear Factor Model: Benjamin Williams
2018-001: French Nowcasts of the US Economy during the Great Recession: A Textual Analysis: Emma Catalfamo
2017-004: Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data: Gabriel Mathy and Herman Stekler

Working Papers

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