• Government Debt and Risk Premia

• The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors

• Optimal Monetary Policy in a Data-Rich Environment

• Tim Armstrong

• Eric Ghysels

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  Spatial Correlation Robust Inference

• Alexander Torgovitsky

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  Homophily and Selection: The Network Propensity Score

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Sovereign Default Risk and Real Economic Activity

• Keeping up with peers in India: A new social interactions model of perceived needs

• Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression

• Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches

• Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach

• Siddhartha Chib