pabloguerron.bsky.social
@pabloguerron.bsky.social
Professor at Boston College, Electrical Engineer pretending to be a Macroeconomist.
Friends, I am writing a survey paper on Foundation Models for time series forecasting with an eye for economics and finance. So far, these models are covered: TimesFM, Chronos, MOIRAI, TimeGPT, Lag-Llama, Granite TinyTimeMixer, MOMENT, NeuralProphet, and Timer. Am I missing one you have seen?
March 31, 2025 at 11:46 AM
Reposted
Is it at all surprising that a convicted felon would ignore a judge's order?
March 20, 2025 at 10:24 AM
This is a non-technical discussion of risk and uncertainty in economics

www.philadelphiafed.org/-/media/frbp...

This one is technical review of recent advances in uncertainty and macroeconomics (joint with Jesus Fernandez-Villaverde)

www.nber.org/papers/w26768
Redirecting...
www.facebook.com
March 5, 2025 at 5:40 PM
I can't believe that I am using RATS and GAUSS in 2025! Old good code never dies.
February 25, 2025 at 11:08 PM
February 21, 2025 at 12:22 PM
Prices are the same as yesterday but mexican avocados are no where to be found at the local store.
January 20, 2025 at 10:09 PM
January 9, 2025 at 3:12 PM
Transfomers (LLMs) are not AGI. Watch this short video by Cohere's co-founder.

youtube.com/shorts/n4mIK...
Cohere is "not an AGI company" - Nick Frosst (co-founder)
YouTube video by Machine Learning Street Talk
youtube.com
January 4, 2025 at 3:56 PM
Reposted
Recently at JIE: "On regional borrowing, default, and migration" by Grey Gordon and Pablo Guerron-Quintana (@pabloguerron.bsky.social)

doi.org/10.1016/j.ji...
January 3, 2025 at 2:15 PM
As it turns out, our macro agents in DSGE models are part of ALife, which is the study of life through simulations. Very interesting paper on ALife

arxiv.org/pdf/2412.177...
arxiv.org
January 2, 2025 at 6:13 PM
Reposted
Academics from poorer socio-economic backgrounds are more likely to
- not publish
- have outstanding publication records
- introduce more novel scientific concepts
- less likely to receive recognition, as measured by citations, Nobel Prize nominations, and awards.
www.nber.org/papers/w33289
December 23, 2024 at 12:10 PM
December 19, 2024 at 5:22 PM
apple.news/AnI15HPDYQoK...

I was just telling my Econ friend about the limits of internet.
OpenAI cofounder Ilya Sutskever says the way AI is built is about to change — The Verge
apple.news
December 14, 2024 at 10:27 PM
Reposted
Homeboy stopped the wrong lady

(H/T @agirlhasnopres.bsky.social )
December 11, 2024 at 2:29 PM
Reposted
Just had an idea
December 10, 2024 at 9:44 AM
This is a very useful website with commands for many languages such Matlab, Fortran, C, and Julia
hyperpolyglot.org
Programming Languages - Hyperpolyglot
hyperpolyglot.org
December 8, 2024 at 6:32 PM
December 2, 2024 at 12:38 PM
This figure shows a real-time estimate of the evolution of the trend PCE inflation. It also shows the Fed Funds Rate. The first indication of trend inflation came in the second quarter of 2021.
November 26, 2024 at 8:05 PM
What a nice way to start the week. An R&R at top journal with one referee ending his/her letter "Congratulations – I enjoyed reading the paper!" 🙂
November 25, 2024 at 3:09 PM