5 citations · 5 across the 1 of their papers we have counts for
2 papers
econ.EM2022★ 5 cited
Bayesian Forecasting in Economics and Finance: A Modern Review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn +6
The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem…
econ.EM2020
Bull and Bear Markets During the COVID-19 Pandemic
John M. Maheu, Thomas H. McCurdy, Yong Song
The COVID-19 pandemic has caused severe disruption to economic and financial activity worldwide. We assess what happened to the aggregate U.S. stock market during this period, incl…