Tyler J. Pike


Background

  1. University of Maryland
    current position
    • PhD student in economics
    • Research Assistant to John Haltiwanger
  2. Federal Reserve Board
    • Research Assistant to Vice Chair Clarida
    • Research Assistant to Macro-Financial Anlaysis Section
  3. University of Richmond
    • BS in Mathematical Economics
    • Economics Research Assistant and Research Fellow

Research

Research Interests

  1. Macroeconomics: Macro-Finance, Monetary Policy, Firm Dynamics
  2. Econometrics: Non-linear statistics and machine learning, time series analysis and macroeconometrics

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