Archives for CORE

MIDAS-PRO-LASSO: Mixed Frequency Data Regression Models with Parameter Profiling and LASSO Jonas Striaukas, CORE UCLouvain In this article we propose an estimation method for high dimensional mixed frequency data sampling (MIDAS) regression model and study its properties. An extensive...

Increasing stability of training of Deep CNNs with Stochastic Gradient Descent method. Application to Image classification tasks Jenny Benois-Pineau, University of Bordeaux Supervised learning for classification of visual data has been the major approach during the last two decades. With...

Fiscal Policy with an Informal Sector Harris Dellas, University of Bern Macroeconomic models that omit the shadow economy systematically mis-forecast and mis-measure the effect of fiscal - in particular tax - policy on economic activity and tax revenue. We add an informal sector to the Bank of...

The Bargaining Set of an Exchange Economy with Discrete Resources Murat Yilmaz, ECARES, ULB A central notion for allocation problems when there are private endowments is core: no coalition should be able to block the allocation. However, for an exchange economy of discrete resources, core...