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When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers
Measuring and Managing Microfinancial Risks
Matt Taddy
Robert McCulloch
Shorter Robust Confidence Intervals for IV
Spurious Factor Analysis
Dimitris Korobilis
Switching to the New Norm: From Heuristics to Formal Tests using Integrable Empirical Processes
The Stochastic Density: Characterization, Identification, and Estimation
Stan: A Platform for Bayesian Inference
Out-of-Sample Forecast Tests Robust to the Window Size Choice
The Pass-Through of Sovereign Risk
Optimal Bandwidth Choice for Interval Estimation in GMM Regression
Tim Armstrong
Eric Ghysels
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