2 citations · 2 across the 2 of their papers we have counts for
3 papers
econ.EM2025
Scenario Synthesis and Macroeconomic Risk
Tobias Adrian, Domenico Giannone, Matteo Luciani +1
We introduce methodology to bridge scenario analysis and model-based risk forecasting, leveraging their respective strengths in policy settings. Our Bayesian framework addresses th…
stat.ME2024
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★ 2 cited
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…