Tyler J. Pike

Economics PhD Student | Statistical Software Engineer


Background

  1. University of Maryland
    current position
    • PhD student in economics
  2. Federal Reserve Board
    • Research Assistant to Vice Chair Clarida
    • Sr. Research Assistant in the Macro-Financial Analysis section of the Division of Monetary Affairs
  3. University of Richmond
    • BS in Mathematical Economics
    • Research Assistant and Research Fellow

Research

Research Interests

  1. Statistics and econometrics: I am interested in how we extract information from data, with a particular focus on using traditional econometric and modern machine learning techniques for causal inference.

  2. Macro-finance: I am also interested in the way that we allocate resources (capital) across various economic activities - both in the system by which we move capital and the allocations themselves - and the consequences of these systems and allocations on production, inflation, and labor market outcomes.

Selected Research

  1. “Combining forecasts: Can machines beat the average?”
    with Francisco Vazquez-Grande, September 2020
    Github | Working Paper

  2. “Bottom-up leading macroeconomic indicators: An application to non-financial corporate defaults using machine learning”
    with Horacio Sapriza, and Tom Zimmermann, September 2019
    Github | Working Paper

Software

  1. OOS for out-of-sample time series forecasting
    Github | Website | CRAN

  2. sovereign for state-dependent empirical analysis
    Github | Website | CRAN