Research

Actuarial & Insurance

Algorithmic 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

AI Adoption

"Artificial Intelligence, Mass Unemployment, and the Optimal Financing of Universal Basic Income: A Dynamic Transition Model," (being revised).

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

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, 5:47 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