Research

Actuarial & Insurance

The Kelly Criterion and Learning in Competitive Insurance Underwriting (with Can Wang)  |  Paper Flow Map

Loss Development Structure  |  Python Replication Code  |  Workbook  |  BLISS Python Package and Vignette

Optimal Menu-of-Contracts Design in Reinsurance

Intertemporal Smoothing and Cross-Sectional Pricing in U.S. Personal Automobile Insurance  |  Paper Flow Map

Macroeconomics

Fiscal Capacity and Sovereign Debt Crises in the G7  |  Paper Flow Map  |  Dashboard. |  Stochastic Map

Scenarios Workbook  |  Scenarios Implementation Guide

Optimal Monetary Policy When the Economy Must Be Learned  |  Paper Flow Map

AI Adoption

Artificial Intelligence, Mass Unemployment, and the Optimal Financing of Universal Basic Income

The Safe Asset

The Dynamics of Safe Asset Status: A Dynamic Simulation of U.S. Hegemony, Transition, and Multipolarity  |  Paper Flow Map  | Dashboard

Replicator-Mutator Dynamics and the Safe Asset Status of the United States  |  Paper Flow Map  |  Dashboard

Forecasting

Dashboards

Interest Rate Forecasting Dashboard (monthly update scheduled for fourth day of the month, 5:47 p.m. Eastern)

Recession Forecasting Dashboard

Inflation Forecasting Dashboard (monthly update scheduled for fourth day of the month, 6:23 p.m. Eastern)

Papers

Forecasting the 10-Year Treasury Yield  |  Paper Flow Map

Recession Forecasting with Credit and Oil Price Channels  |  Paper Flow Map

Inflation Forecasting When the Phillips Curve is Flat  |  Paper Flow Map

Observational Equivalence in Taylor Rule Estimation  |  Paper Flow Map