The dynamic causal effect of an intervention on an outcome is of paramount interest to
applied macro-and microeconomics research. However, this question has been generally …

The frequency and severity of extreme events related to climate change have intensified
worldwide in the last decades. It is documented that increasing extreme rainfall and flooding …

In recent years, there has been renewed interest in the moments of the yield curve (or
alternatively, the term spread) as a predictor of future economic activity, defined as either …

Dictionary approaches are at the forefront of current techniques for quantifying central bank
communication. This paper proposes embeddings-a language model trained using machine …

Humans generally interact, communicate, and form social structures using natural language.
Due to the high dimensionality of language, much of the wealth of information from these …

Bringing together the recent advances and innovative methods in macroeconomic
forecasting, this erudite Handbook outlines how to forecast, including following world events …

Over the last few decades, there has been an increase in the analysis and interpretation of
central bank communication (Blinder et al., 2008). This development was accelerated by the …

In recent years, there has been renewed interest in the moments of the yield curve (or
alternatively, the term spread) as a predictor of future economic activity, defined as either …

Sentimental analysis is an emerging subject which has been growing in popularity and
applicability with the growth in availability of accurate pre-trained machine learning models …

We introduce the three-dimensional Generalized ROC (GROC) function, which extends the
conventional two-dimension components of the ROC function by incorporating threshold …