Hi #EconTwitter! You use Jim Stock-Yogo F pre-test for weak instruments, and (i) you worry about heteroskedasticity/autocorrelation; (ii) you have multiple endogenous variables? You should check out this cool paper by Daniel Lewis (UCL) & Mertens (Federal Reserve)👇

Hi #EconTwitter! The Autums 2023 schedule for the Virtual 𝐓𝐢𝐦𝐞 𝐒𝐞𝐫𝐢𝐞𝐬 𝐒𝐞𝐦𝐢𝐧𝐚𝐫𝐬 (Organisers VTSS) is out!📈 It includes @OtiliaBoldea, Andrii Babii, Matteo Barigozzi, Daniel Lewis, Stephan Smeekes, and many others. Super cool stuff for the #econometrics enthusiasts!⭐️

We are hiring! Come join a great group of colleagues in London!

Estimates of unconditional distribution of marginal propensity to consume (MPC) show a lot of heterogeneity (4–133 percent). Estimated MPCs positively covary with income and the average propensity to consume, from Daniel Lewis, Melcangi, and PILoSSopher nber.org/papers/w32523

What a sublime conference! Many thanks to Francesco Furlanetto 🇺🇦 and Francesco Ravazzolo for organising

I am hiring a 2-year post doc UCL Economics under my European Research Council (ERC) STG "CreMac", job posting here: tinyurl.com/5y7xsjjt. Suitable for students with a strong econometrics background, macro interest a plus. Please consider applying or sharing with your network!