2 papers
stat.ME2025
Decision synthesis in monetary policy
Tony Chernis, Gary Koop, Emily Tallman +1
The macroeconomy is a sophisticated dynamic system involving significant uncertainties that complicate modelling. In response, decision-makers consider multiple models that provide…
q-fin.PM2024
Predictive Decision Synthesis for Portfolios: Betting on Better Models
Emily Tallman, Mike West
We discuss and develop Bayesian dynamic modelling and predictive decision synthesis for portfolio analysis. The context involves model uncertainty with a set of candidate models fo…