Discussion paper DP20080 The Uncertainty of Machine Learning Predictions in Asset Pricing Yuan Liao Xinjie Ma Andreas Neuhierl Linda Schilling 25 Mar 2025 Artificial Intelligence Asset Pricing G12 C45 C58
Discussion paper DP19964 Machine Learning the Macroeconomic Effects of Financial Shocks Niko Hauzenberger Florian Huber Karin Klieber Massimiliano Marcellino 25 Feb 2025 Monetary Economics and Fluctuations C11 C30 C45 E3 E44
Discussion paper DP19479 Large Language Models in Economics Elliott Ash Stephen Hansen Yabra Muvdi 13 Sep 2024 Organizational Economics Political Economy C18 C45 C55
Discussion paper DP19381 Bayesian Neural Networks for Macroeconomic Analysis Niko Hauzenberger Florian Huber Karin Klieber Massimiliano Marcellino 19 Aug 2024 Monetary Economics and Fluctuations C11 C30 C45 C53 E3 E44
Discussion paper DP18191 Mind Your Language: Market Responses to Central Bank Speeches Maximilian Ahrens Deniz Erdemlioglu Michael Mcmahon Christopher J Neely Xiye Yang 2 Jun 2023 Monetary Economics and Fluctuations E52 C45 C53 G12 G14
Discussion paper DP18129 Machine-Learning the Skill of Mutual Fund Managers Ron Kaniel Zihan Lin Markus Pelger Stijn Van Nieuwerburgh 30 Apr 2023 Asset Pricing C45 G11 G12 G17 G23
Discussion paper DP18125 Text Algorithms in Economics Elliott Ash Stephen Hansen 28 Apr 2023 Organizational Economics Political Economy C18 C45 C55
Discussion paper DP16096 Optimal Price Targeting Adam Smith Stephan Seiler Ishant Aggarwal 14 Jul 2022 Industrial Organization C11 C33 C45 C52 D12 L11 L81
Discussion paper DP17391 Estimating Nonlinear Heterogeneous Agents Models with Neural Networks Hanno Kase Leonardo Melosi Matthias Rottner 17 Jun 2022 Macroeconomics and Growth Monetary Economics and Fluctuations C11 C45 D31 E32 E52
Discussion paper DP16624 Visual Representation and Stereotypes in News Media Elliott Ash Ruben Durante Mariia Grebenshchikova Carlo Schwarz 1 May 2022 Political Economy Public Economics L82 J15 J16 Z1 C45
Discussion paper DP16267 Machine Learning the Carbon Footprint of Bitcoin Mining Héctor Calvo Pardo Jose Olmo Tullio Mancini 16 Jun 2021 Public Economics Q47 Q54 C45 C55 F55 F64
Discussion paper DP15682 Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media Marlene Amstad Leonardo Gambacorta Chao He Fan Dora Xia 18 Jan 2021 Financial Economics F13 F14 G15 D80 C45 C55