2 papers
econ.EM2026
Probabilistic Seasonality
Feras A. Saad, Todd B. Walker
Seasonal adjustment is fundamental to economic analysis, but uncertain because seasonal components are inherently latent. This article introduces a probabilistic model discovery me…
math.OC2014
Approximate aggregation in the neoclassical growth model with ideosyncratic shocks
Karsten Chipeniuk, Nets Hawk Katz, Todd Walker
We provide an explicit aggregation in the neoclassical growth model with aggregate shocks and uninsurable employment risk. We show there are two restrictions on the unemployment sh…