Working Papers

From The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
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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: Estimating monetary policy rules in small open economies

Michael Browne

2019-002: Sectoral Okun’s Law and Cross-Country Cyclical Differences

Eiji Goto and Constantin Bürgi

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

2017-003: What if you are not Bayesian? The consequences for decisions involving risk

Paul Goodwin, Dilek Önkal and Herman Stekler

2017-002: Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters

Jörg Döpke, Ulrich Fritsche and Gabi Waldhof

2017-001: How Biased Are U.S. Government Forecasts of the Federal Debt?

Neil Ericsson

2016-014: Nowcasting German Turning Points Using CUSUM Analysis

Kevin Kovacs, Bryan Boulier and Herman Stekler

2016-013: What Do We Lose When We Average Expectations?

Constantin Bürgi

2016-012: Economic Forecasting in Theory and Practice: An Interview with David F. Hendry

Neil Ericsson

2016-011: Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press

Gabriel Mathy and Herman Stekler

2016-010: Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling

Alexander Bogin, William Doerner and William Larson

2016-009: Evaluating a Long-run Forecast: The World Bank Poverty Forecasts

Jin Ho Kim and Herman Stekler

2016-008: Time-series measures of core inflation

Edward N. Gamber and Julie Smith

2016-007: Do Fed Forecast Errors Matter?

Pao-Lin Tien, Tara Sinclair and Edward N. Gamber

2016-006: Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set

Herman Stekler and Yongchen Zhao

2016-005: Liquidity effects on consumers’ imports in Trinidad and Tobago

Michael Browne

2016-004: Evaluating a Leading Indicator: An Application: the Term Spread

Herman Stekler and Tianyu Ye

2016-003: COULD THE START OF THE GERMAN RECESSION 2008-2009 HAVE BEEN FORESEEN? EVIDENCE FROM REAL-TIME DATA

Ulrich Heilemann and Susanne Schnorr-Bäcker

2016-002: Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair

Alasdair Brown, Dooruj Rambaccussing, J Reade and Giambattista Rossi