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We propose a flexible machine learning (ML) framework for real-time transaction monitoring in high-value payment systems (HVPS), which are central to a country's financia[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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From 2000-2006 U.S. house prices and mortgage credit grew while the relative cost of mortgage credit fell – particularly for privately securitized mortgages – suggesting [...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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The command netivreg implements the generalized three-stage least-squares estimator developed in Estrada (2022, Causal inference in multilayered networks, PhD thesis) and[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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We propose a portfolio-balance model of the yield curve in which inflation is determined through an interest rate rule that satisfies the Taylor principle. Because arbitr[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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How does unsecured consumer credit impact the effectiveness of unemployment insurance (UI) in insuring households against idiosyncratic and aggregate risk over the busine[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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We study an heterogenous asset pricing model in which different classes of investors coexist and evolve, switching among strategies over time according to a fitness measu[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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This paper examines how a household’s expectation of asset returns varies with wealth. In the model, households face idiosyncratic investment risks and confront Knightian[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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This paper examines how demographic factors affect potential output, focusing on how the age distribution of the working-age population and old-age dependence affect aggr[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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The Themed Issue Machine Learning for Economic Policy consists of 12 papers at the intersection of machine learning, nontraditional data sources and economic policymaking[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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10.
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Gross domestic product (GDP) per adult in Canada fluctuated between 70 and 90 percent of that of the United States between 1960 and 2020. Behind this gap lie large differ[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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