My latest paper has been published in the Journal of Econometrics 🎉 "Out-of-Sample Tests for Conditional Quantile Coverage: an Application to Growth-at-Risk" (with V. Corradi & D. Gutknecht) is available open access here: sciencedirect.com/science/articl… #econometrics King's Business School

Do not miss this opportunity! 🚨

Now open for applications: Nuffield Postdoctoral Research Fellowships in Economics with Oxford Economics, for candidates who have recently finished (or will soon) a relevant doctorate. Deadline: Sunday 15 September More info at nuffield.ox.ac.uk/the-college/jo…

📢 We're hiring! Two Postdoctoral Prize Research Fellowships in Sociology and related fields (e.g. demography, social policy), open to recent PhD graduates and those soon to complete their doctorate Deadline: Mon 23 Sept More info & apply at: nuffield.ox.ac.uk/the-college/jo…

Next Summer Don't Miss the Econometric Society 2025 World Congress, South Korea, Submissions Open November 15, 2024 mailing.econometricsociety.org/t/r-57BE1C3B67…

Model restrictions can introduce bias but improve precision. Instead of testing for bias from potential misspecification, it's nearly optimal to adapt, averaging restricted and unrestricted estimates using data-driven weights, from Armstrong, Kline and Sun nber.org/papers/w32906

Sign up #MacroFor seminar with Gary Koop, University of Strathclyde, on Sept 24 at 3:30pm CEST. He will present "Predictive Density Combination Using a Tree-Based Synthesis Function". forecasters.org/programs/commu… #forecasting #macroeconomics #modeling Laurent Ferrara Gergely Gánics @knueppel_m

Interesting tool to turn research papers into AI generated podcast discussions that provide a high level overview: illuminate.google.com/home?pli=1 Fed it some of my papers and it did a very reasonable job, especially with the ML pubs. #econtwitter

@AleksanderMolak Giovanni Mellace Martin Halla Michael Lechner Ulrich Kaiser Rudolf Winter-Ebmer Harald Oberhofer @PHuenermund Nicolas Apfel-Totaro Nicolas R. Ziebarth Boris Sobolev @eckhoffandresen @MC_Knaus

MacroFor seminar w/ Julia Schaumburg Vrije Universiteit Amsterdam (inactief) on October 8, 3:30pm CEST. She will present "Regularized estimation of heterogeneous panel data models with dynamic factors and local cross-sectional dependence". forecasters.org/programs/commu… Laurent Ferrara Gergely Gánics @knueppel_m

Mark your calendar. Important dates for #ISFconf2025. isf.forecasters.org Laurent Ferrara Yanfei Kang

📢 Kicking off the semester with our 1st Quantitative Economic Policy Seminar today! 🗓️ Speaker: Kevin Lim (U. Toronto) "The Anatomy of Chinese Innovation: Insights on Patent Quality and Ownership" Organized with Philipp Boeing , Georg Duernecker & Daniel Gutknecht .

We are co-hosting the IMFS-SAFE Policy Talk "Constructing portfolios in the presence of strong risk factors" by M. Hashem Pesaran. 📅13 November 2024 📍Room Cas. 1.801, Goethe University 🕧12:30 -13:30 CET 👉Register here: safe-frankfurt.de/news-media/eve… #EconTwitter

Yesterday, we co-hosted the IMFS-SAFE Policy Talk  on "Constructing portfolios in the presence of strong risk factors". Thank you to all attendees and especially Hashem Pesaran for an insightful presentation! #EconTwitter #policy

Don't miss the 2025 Econometric Society World Congress in Seoul, South Korea! Submissions open Nov. 15. #EconSky #EconTwitter #ESWC2025 #CallForPapers #econometrics #macroeconomics #microeconomics

📅Today, we are virtually hosting Brantly Callaway from the University of Georgia, who will present: "Difference-in-Differences with a Continuous Treatment." We are excited to hear more at 14 PM. Organized with Philipp Boeing , Georg Duernecker & Daniel Gutknecht .

#JOBMARKET We GSEFM are proud to present our 2024-2025 #JobMarketCandidates! Stay tuned as we introduce each candidate in their individual posts in the next days! First more info: gsefm.eu/job-market/job… #JMC #Jobmarket2024 #Econtwitter #Econjobmarket #Economics #Finance

📅 Join us today for an in-person talk by Jasmin Fliegner from the University of Manchester, presenting: "How Much Should We Trust Observational Estimates?" Looking forward to an engaging discussion at 14:00. Organized by Philipp Boeing, Georg Duernecker & Daniel Gutknecht

A nice handbook for macroeconomic forecasters. Check out chapter 1 for an overview, and chapter 7 for my work with Domenico Giannone on recession risk, where we show that recessions are characterized by the joint occurrence of soft economic data and tight financial conditions.

📅Join us today at 2:00 PM for an exciting talk by Iacopo Morchio from the U. of Bristol, presenting: "Policies for Early Childhood Skills Formation: Accounting for Parental Choices and Noncognitive Skills." Organized by Philipp Boeing, Georg Duernecker & Daniel Gutknecht.