Demand Forecasting at Wayfair
(with Ryan Mitchell and Arsa Nikzad)
Foresight: The International Journal of Applied Forecasting, forthcoming.
Hierarchical Demand Forecasting in Retail: A View from the Trenches
(with Ryan Mitchell, Arsa Nikzad, and Wenjun Wang)
SSRN: https://ssrn.com/abstract=5030756 or http://dx.doi.org/10.2139/ssrn.5030756.
Commentary: A New Approach to Business Planning During Crises
(with Vaishal Patel and Jason Chen)
Foresight: The International Journal of Applied Forecasting, 68, 2023 Q1.
Forecasting Demand during COVID—The Case of Wayfair
(with Alexei Alexandrov, Philip Brooks, I-Chen Lee)
Foresight: The International Journal of Applied Forecasting, 62(3), Summer 2021, pp 8-13.
Hedonic prices and quality adjusted price indices powered by AI
(with Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, Suhas Vijaykunar, Shan Wan)
Centre for Microdata Methods and Practice (cemmap) working paper CWP04/21.
See also:
New Goods, Productivity, and the Measurement of Inflation
(with Pat Bajari, Zhihao Cen, Victor Chernozhukov, Ramon Huerta, Junbo Li, Manoj Manukonda)
Editorial: Forecasting with Big Data in Real Time
(with Claudio Antonini)
International Journal of Forecasting, Volume 36, Issue. 3, July-September 2020, pp 1114-1115.
Nowcasting in Real Time Using Popularity Priors
(with Yongchen Zhao)
International Journal of Forecasting, Volume 36, Issue 3, July-September 2020, pp 1173-1180.
Earlier Version:
Nowcasting in Real Time Using Popularity Priors.
See also:
On the Use of Web Data in Macroeconomic Forecasting
European Commission, Joint Research Centre Science for Policy Report: EUR 28104EN; doi:10.2791/829032.
Benchmarking Liquidity Proxies: The Case of European Sovereign Bonds
(with Sven Langedijk and Evangelia Papanagiotou)
International Review of Economics and Finance, Volume 56, July 2018, Pages 321-329.
See also:
Benchmarking Liquidity Proxies - Accounting for Dynamics and Frequency Issues
(with Sven Langedijk and Evangelia Papanagiotou)
JRC Working Papers in Economics and Finance,2016/3. doi: 10.2760/623445.
Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors
(with Kajal Lahiri and Yongchen Zhao)
Journal of Applied Econometrics, Volume 31, Issue 7, November/December 2016, pp 1254-1275.
See also:
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys
(with Kajal Lahiri and Yongchen Zhao)
University at Albany, SUNY, Department of Economics Discussion Papers 12-02.
Nowcasting US GDP: The Role of ISM Business Surveys
(with Kajal Lahiri)
International Journal of Forecasting, Volume 29, Issue 4, October–December 2013, Pages 644–658.
A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series
Computational Economics, June 2013, Volume 42, Issue 1, pp 71-105.
The Yield Spread Puzzle and the Information Content of SPF Forecasts
(with Kajal Lahiri and Yongchen Zhao)
Economics Letters, Vol. 118, Issue 1, pp 219-221, January 2013.
Dynamic Limited Dependent Variable Modeling and U.S. Monetary Policy
Journal of Money, Credit, and Banking, Vol. 43, No. 2-3, pp 519-534, March-April 2011
Click here for a technical appendix.
Growth Forecasts Using Time Series and Growth Models
(with Aart Kraay)
Policy Research Working Paper 2224, World Bank.
Finding Independent Factors in Macroeconomic Data Sets
A Dynamic Tobit Model for the Open Market Desk’s Daily Reaction Function.
How Serious a Problem is Neglected Heterogeneity in Dynamic Panel Savings Regressions?
(With Norman Loayza and Luis Servén).
A Bayesian Investigation of Cross-Country Growth and Convergence Empirics
My other research pages: