Brent H Meyer,Brian Prescott,Xuguang Simon Sheng
Brent H Meyer
We document and evaluate how businesses are reacting to the COVID-19 crisis through August 2020. First, on net, firms see the shock (thus far) largely as a demand rather than supply shock. A greater share of firms report significant or seve...
Pandemics and forecasting: The way forward through the Taleb-Ioannidis debate [0.03%]
从塔勒布与伊奥安尼迪斯的争论看流行病预测的发展方向
Pierre Pinson,Spyros Makridakis
Pierre Pinson
Laura Coroneo,Fabrizio Iacone,Alessia Paccagnini et al.
Laura Coroneo et al.
We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention for the epidemic in the United States. We ...
Pierre Pinson
Pierre Pinson
Elena Bobeica,Benny Hartwig
Elena Bobeica
We document the impact of COVID-19 on inflation modelling within a vector autoregression (VAR) model and provide guidance for forecasting euro area inflation during the pandemic. We show that estimated parameters are strongly affected, lead...
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic [0.03%]
适用于冠状病毒大流行期间信用卡使用的干预分析的灵活框架
Anson T Y Ho,Lealand Morin,Harry J Paarsch et al.
Anson T Y Ho et al.
We develop a variant of intervention analysis designed to measure a change in the law of motion for the distribution of individuals in a cross-section, rather than modeling the moments of the distribution. To calculate a counterfactual fore...
Laurent Ferrara,Xuguang Simon Sheng
Laurent Ferrara
Why was economic forecasting so difficult during COVID-19? To answer this question, we organized an online workshop in July 2020, sponsored by the International Institute of Forecasters (IIF) and hosted by American University. Below you wil...
Marcelo C Medeiros,Alexandre Street,Davi Valladão et al.
Marcelo C Medeiros et al.
The number of new Covid-19 cases is still high in several countries, despite vaccination efforts. A number of countries are experiencing new and severe waves of infection. Therefore, the availability of reliable forecasts for the number of ...
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates [0.03%]
基于移动预测指标和空间协变量的新冠病毒 Hawkes 过程模型
Wen-Hao Chiang,Xueying Liu,George Mohler
Wen-Hao Chiang
Hawkes processes are used in statistical modeling for event clustering and causal inference, while they also can be viewed as stochastic versions of popular compartmental models used in epidemiology. Here we show how to develop accurate mod...
Haixi Li,Xuguang Simon Sheng,Jingyun Yang
Haixi Li
Monitoring business cycles faces two potentially conflicting objectives: accuracy and timeliness. To strike a balance between the dual objectives, we develop a Bayesian sequential quickest detection method to identify turning points in real...