

Fintech and AI
511 posts

@FinAi_Cost
This is the official account for COST FinAI (CA 19130) #Fintech #Finance #AI #BigData
















Congratulations to the winners of the 2024 AEJ Best Paper Awards! Check out the winning papers here: aeaweb.org/news/2024-aej-…




In this paper, Paul, Thomas, and I extend ideas from the literature on prediction pools (Amisano & Geweke, for example) to propose a way to average across impulse response estimates. You might wonder why we need yet another way to average across models/estimates.

📢 𝐂𝐀𝐋𝐋 𝐅𝐎𝐑 𝐏𝐀𝐏𝐄𝐑𝐒: @CFMUK, @FMG_LSE, @UniofOxford & @cepor_org are jointly organising a Workshop on International Macroeconomics and Finance on 2-3rd May 2024 at LSE. 📅 𝐒𝐮𝐛𝐦𝐢𝐬𝐬𝐢𝐨𝐧 𝐝𝐞𝐚𝐝𝐥𝐢𝐧𝐞: 15th Feb 2024 🔗 𝐃𝐞𝐭𝐚𝐢𝐥𝐬: ow.ly/SFUU50Qp6PG

Hi #EconTwitter! Excited to share that our paper, co-authored with @lucafanelli5 & Giovanni Angelini (@DSE_Unibo), is now available on the @jeconometrics website! If you are interested in #macroeconometrics and the identification of macroeconomic shocks, check it out - it's open access! Bonus: you get for free a new bootstrap-based test for instrument relevance! 😃 Link (open access): sciencedirect.com/science/articl…











