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
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
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