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Multidimensional polarization for ordinal data

Kobus, Martyna; Kurek, Radosław - In: Journal of economic inequality 17 (2019) 3, pp. 301-317

Persistent link: https://www.econbiz.de/10012224970

Forecasting long-horizon volatility for strategic asset allocation

Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98

Persistent link: https://www.econbiz.de/10012486044

Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation

Xia, Steve Q.; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 135-144

Persistent link: https://www.econbiz.de/10012486055

No Ground Truth? : No Problem : Improving Administrative Data Linking Using Active Learning and a Little Bit of Guile

Tahamont, Sarah; Jelveh, Zubin; McNeill, Melissa; Yan, Shi - National Bureau of Economic Research - 2023

While linking records across large administrative datasets ["big data"] has the potential to revolutionize empirical social science research, many administrative data files do not have common identifiers and are thus not designed to be linked to others. To address this problem, researchers have...

Persistent link: https://www.econbiz.de/10014250118

The Gerber statistic : a robust co-movement measure for portfolio optimization

Gerber, Sander; Markowitz, Harry; Ernst, Philip A.; … - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 87-102

Persistent link: https://www.econbiz.de/10013175439

What Do Long Data Tell Us About the Inflation Hike Post COVID-19 Pandemic?

Schmitt-Grohé, Stephanie; Uribe, Martín - National Bureau of Economic Research - 2022

To what extent is the recent spike in inflation driven by a change in its permanent component? We estimate a semi-structural model of output, inflation, and the nominal interest rate in the United States over the period 1900-2021. The model predicts that between 2019 and 2021 the permanent...

Persistent link: https://www.econbiz.de/10013362011

Big data for twenty-first-century economic statistics

Abraham, Katharine G. (ed.); Jarmin, Ronald S. (ed.); … - Conference on Research in Income and Wealth <2019, … - 2022

"The measurement infrastructure for the production of economic statistics in the United States largely was established … interest in alternative sources of data that might allow the economic statistics agencies to better address users' demands for … statistics. These include item-level transactional data on price and quantity from retail scanners or companies' internal systems …

Persistent link: https://www.econbiz.de/10012590132

Sufficient Statistics for Measuring Forward-Looking Welfare

Baqaee, David; Burstein, Ariel T.; Koike-Mori, Yasutaka - National Bureau of Economic Research - 2024

are some households that do not face idiosyncratic undiversifiable risk. Our sufficient statistics methodology allows for …

Persistent link: https://www.econbiz.de/10014576596