We introduce a new method of nowcasting using regression on path signatures. Path signatures capture the… Continue reading.

State-dependent local projections (LPs) are widely used to study how causal effects vary as a function… Continue reading.

Since the 2008 Global Financial Crisis, the UK has experienced persistently weak productivity and corporate investment… Continue reading.

This paper presents a computationally efficient method for binary classification using Manski’s (1975, 1985) maximum score… Continue reading.