Check out John's new piece .  His views largely match mine.  Here's to the demand side!

Your dedicated blogger is about to vanish in the holiday haze, returning in the new year. Meanwhile, all best wishes for the holidays. ...

Latest draft of  Forecasting  book posted  here .  

A gratis copy of Philip Tetlock and Dan Gardner's new book, Superforecasting , arrived a couple months ago, just before it was publi...

Check out Mark Jensen's new paper .   Long memory is a key feature of  realized   high-frequency asset-return volatility, yet it remain...

This just in from Elsevier.  Hardly my favorite firm, but still.  Does it resonate with you, for your own future...

Check it out here . It's thorough and informative.   It's interesting and unfortunate that even the Bank of England, the great ...

Program with clickable papers here .  The amazing thing about Five-Star is that it actually works , and works well, year after year, despite...

I have some serious  reservations about forecasting competitions , at least as typically implemented by groups like Kaggle . But still they...

A theory is essentially a restriction on a reduced form. It can be imposed directly (hard restrictions) or used as as a prior mean in a more...