Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament
The advantages of a maximum score estimator to predict discrete outcomes are discussed. Unlike the probit model, the maximum score estimator maximizes the number of correct predictions.
Publication Name: International Journal of Forecasting
Monetary policy signaling and movements in the term structure of interest rates
The impact of monetary policy signals, such as central bank communication, on the term structure of interest rates is analyzed.
Publication Name: Journal of Monetary Economics
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