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Found 11 papers, 1 papers with code
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
The carbon sensitivity of Arctic sea ice area is considerably stronger in the observed data than in the climate models.
On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
We offer retrospective and prospective assessments of the Diebold-Yilmaz connectedness research program, combined with personal recollections of its development.
A New Test for Market Efficiency and Uncovered Interest Parity
We suggest a new single-equation test for Uncovered Interest Parity (UIP) based on a dynamic regression approach.
On the Financing of Climate Change Adaptation in Developing Countries
I offer reflections on adaptation to climate change, with emphasis on developing areas.
Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models
We use "glide charts" (plots of sequences of root mean squared forecast errors as the target date is approached) to evaluate and compare fixed-target forecasts of Arctic sea ice.
On Robust Inference in Time Series Regression
Second, most economic time series have strong autocorrelation, which renders HAC regression parameter estimates highly inefficient.
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
Rapidly diminishing Arctic summer sea ice is a strong signal of the pace of global climate change.
A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting
We visually detail the evolution of the statistically-optimal point, interval, and density forecasts as time passes, new information arrives, and the end of September approaches.
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
We propose methods for constructing regularized mixtures of density forecasts.
"Big Data" and its Origins
Against the background of explosive growth in data volume, velocity, and variety, I investigate the origins of the term "Big Data".
Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020
Entering and exiting the Pandemic Recession, I study the high-frequency real-activity signals provided by a leading nowcast, the ADS Index of Business Conditions produced and released in real time by the Federal Reserve Bank of Philadelphia.
