We are happy to share that the keynote speakers of the ICEEE 2025 Conference in Palermo, May 29-31, 2025, will be: Paola Sapienza (Northwestern, Kellogg); Domenico Giannone (IMF). The call for paper is expected in July. Stay tuned !

Hi #EconTwitter! 📊 Interested in causal inference? Check out this brand new survey by Martin Huber on "causal discovery" — where data-driven methods are used to find causal relationships between many variables. 📚 Don't miss out — very interesting stuff! ⭐️ Link:

A must-go!

 bsvarSigns: An R package for Bayesian Estimation of Structural Vector Autoregressions Identified by Sign, Zero, and Narrative Restrictions👇 Central Bank Research Association Bank for International Settlements Giuseppe Cavaliere European Central Bank Research Banco de España Research Richard Baldwin CEPR NBER AMLEDS CEMFI Milena Almagro

Amazing symposium in Florence 🇮🇹 for those interested in the #econometrics of causal inference! Check it out 👇

Summer's not a break, it's a time to prep for next year's classes. And if you're not thinking hard about how AI requires changes in teaching (and assessment!) you're not thinking. In case it's helpful, here's a deck from a talk I gave a while ago to econ instructors. #TeachEcon

Time series variables with unit roots lead to Granger and Newbold’s spurious regressions. Are there analogous unit root processes for spatial variables and do they lead to spurious spatial regressions? Yes and yes econometricsociety.org/publications/e…

Happy to release new version of paper on DID for treatments and instruments continuously distributed at all periods, like taxes, tariffs, or prices! Happy as well to release companion Stata command, did_multiplegt_stat, on SSC, thanks to Doulo's work! papers.ssrn.com/sol3/papers.cf…

When my supervisor brought me to give a talk at my first meeting of the Econometric Society

Data science: Econometrics:

Hi #EconTwitter! 📊 Interested in experimental designs and the use of experimental data in #economics? Check out these amazing slides by Susan Athey and guido imbens (@stanford)! Lots of very interesting material and guidelines - don't miss out! ⭐️ Link:

Hi #EconTwitter!📈 Curious about #deeplearning for unstructured data, and its applications to #economics? Check out this brand new introduction by Melissa Dell (@harvard). A great read for economists interested in using deep learning in their research.📚 Bonus: accompanying

Hi #EconTwitter! 📈 Interested in applications of #DataScience, #MachineLearning, #BigData analytics (and more) to #Economics and #Finance? 📚 If you haven't downloaded it yet, get this free book, full of accessible and inspiring contributions to this field! Link:

Hi #EconTwitter!📈 You interested in causal inference in #macroeconomics, and wonder if local projections might be useful? Check out this new survey by Oscar Jorda (San Francisco Fed) and Alan M. Taylor (Columbia University). Nicely written and very clear. Don't miss out! ⭐️ Link:

Let’s start the day with some good news! We are excited to release csdid in Python! d2cml-ai.github.io/csdid/index.ht… The Python package scales better than our R did package (and substantially faster than the Stata sister package.) Thanks to Alexander Quispe Rojas and team for the partnership! 🚀

Hi #EconTwitter! 📈 Looking for a book on #econometrics through the lens of optimization techniques? Check out this comprehensive textbook by guillaume pouliot (The University of Chicago)! 📚 It covers a wide range of topics, including MCMC methods, optimal transport, nonconvex econometric

Teaching undergrad econometrics this semester? Here's all my slides from a course co-developed with Jonathan Roth at Brown sites.google.com/site/aboutpete… Just shoot me an email if you'd like the underlying source files to adopt for your own course!

Hi #EconTwitter!📈 Interested in the #econometrics of causal inference? Don't miss this amazing conference in Rome at EIEF - Einaudi Institute for Economics and Finance on September 21-22, 2024. 📊 Great program, including a keynote by guido imbens and talks by Fabrizia Mealli, Clément de Chaisemartin, Dmitry Arkhangelsky,

📢📢📢 #EconTwitter please RT We are hiring in econometrics! Come join our department. If you have any questions about the position, please do not hesitate to reach out to me!

Interesting tool to turn research papers into AI generated podcast discussions that provide a high level overview: illuminate.google.com/home?pli=1 Fed it some of my papers and it did a very reasonable job, especially with the ML pubs. #econtwitter