Research
Actuarial & Insurance
The Kelly Criterion and Learning in Competitive Insurance Underwriting with Can Wang
Python Replication Code | Workbook | BLISS Python Package | Vignette
Optimal Menu-of-Contracts Design in Reinsurance
Intertemporal Smoothing and Cross-Sectional Pricing in U.S. Personal Automobile Insurance
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
AI Adoption
Artificial Intelligence, Mass Unemployment, and the Optimal Financing of Universal Basic Income
The Safe Asset
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
Recession Forecasting with Credit and Oil Price Channels
Inflation Forecasting When the Phillips Curve Is Flat
Observational Equivalence in Taylor Rule Estimation
Paper Flow Map