Research Library
70 papers · catalog updated 2026-08-22
Original StratMac studies
Relative Wealth Signals for the "Renegade" G20 Economies: A Methodological Investigation — DeepSeek v4 Flash (principal author; M. Landis, advisory) (2026-08-07) [read the brief]Documents every source and USD-conversion method evaluated for the Turkey/Argentina/EU wealth cards, the empirical validation against UBS anchors, the structural reason high-inflation economies cannot be FX-converted from WID, and the decision to leave them unpublished.
Forecasting Recessions from a Broad, Lag-Aligned Signal Panel, and the Forward-Horizon Disruption-Impulse Signal — DeepSeek 2.5 Flash (principal author; M. Landis, advisory; contact [email protected]) (2026-08-12, rev. 2026-08-13) [read the brief]Peer-review-ready working paper on the five-stage recession pipeline. Reports the forward-horizon method showing trade-policy shocks lead recessions by ~12-18 months (r=+0.55) despite ≈0 coincident correlation — while energy (coincident, not leading) and biological (COVID-outlier) are correctly demoted. The headline signature is honestly bounded: at an effective sample of n=3 episodes (53 autocorrelated months) its moving-block bootstrap 95% CI spans zero ([−0.138, +0.841]) and its autocorrelation-preserving permutation p≈0.08 — a *statistically inconclusive, mechanism-consistent* hypothesis rather than an established effect; the exact computation is reproducible (§3, `stage5_bootstrap_ci.py`). A marginal-value robustness examination (JOLTS/Beveridge leads, ±72-month lag search, weak-signal pooling, with an explicit multiple-comparisons disclosure) adds the fed-funds 3-month tightening pace as the strongest continuous predictor (+0.13-0.16 AUC) and JOLTS openings as a contributor (+0.04-0.09 AUC), while recording housing's -36-month lead as model-redundant (+0.000 AUC). Specifies a **reader-repeatable, sum-of-products index formula** (§6.1: per-family coefficients and time leads) — **and now (§6.2) subjects it to out-of-sample validation against realised recessions: it fired into 2004 and 2020-21 (no recession), was silent into 2001 and 2007-08, and its near-term reading rests on a single ongoing tariff episode. Verdict: the implemented composite is not ready for prime time — a research instrument whose method is valid but whose weight-1.0 single-family construction requires breadth, a clean elevation→recession record, and a recalibrated regime hold.** Future-work roadmap in §10 (including a planned subscriber weighting sandbox). Open publication, caveats disclosed (§8): small shock samples, thin walk-forward, multicollinearity, short HY/IG OAS coverage.
Papers
Housing Is the Financial Cycle: Evidence from 100 Years of Local Building Permits — Gustavo Cortes; Cameron LaPoint. [source] [read]
Investigating the Residential Investment Dynamics in Slovenia (BVAR) — Institute for Economic Research (Slovenia). [source] [read]
Forecasting Real Housing Price Growth in the Eighth District States — David E. Rapach; Jack K. Strauss. [source] [read]
Forecasting Using Long-Order Autoregressive Processes: An Example Using Housing Starts — Michael A. Sklarz; Norman G. Miller; Will Gersch. [source] [read]
The Housing Boom and Bust: Model Meets Evidence — Greg Kaplan; Kurt Mitman; Giovanni Violante. [source] [read]
NAHB/Wells Fargo Housing Market Index (HMI) — methodology and forecast use — National Association of Home Builders. [source] [read]
A Review of ARIMA vs. Machine Learning Approaches for Time Series Forecasting — (Synthesis). [source] [read]
A Mathematical Model of Foreign Capital Inflow — Gopal K. Basak; Pranab Kumar Das; Allena Rohit. [source] [read]
A Micro-foundation of Social Capital in Evolving Social Networks — Ahmed M. Alaa; Kartik Ahuja; Mihaela van der Schaar. [source] [read]
ABIDES-Economist: Agent-Based Simulator of Economic Systems with Learning Agents — Kshama Dwarakanath; Tucker Balch; Svitlana Vyetrenko. [source] [read]
Alarm System for Insurance Companies: A Strategy for Capital Allocation — Shubhabrata Das; Marie Kratz. [source] [read]
Automated Trading Systems: Developed and Emerging Capital Markets — Ondrej Hudak; Jana Tothova. [source] [read]
Bilingual Bias in Large Language Models: A Taiwan Sovereignty Benchmark Study — Ju-Chun Ko. [source] [read]
Biologists need modern data infrastructure on campus — Andrey Andreev; Tom Morrell; Kristin Briney; Sandra Gesing; Uri Manor. [source] [read]
Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index — Abraham Atsiwo; Andrey Sarantsev. [source] [read]
Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE — Markus Eller; Niko Hauzenberger; Florian Huber; Helene Schuberth; Lukas Vashold. [source] [read]
Digital Infrastructure in Astrophysics — Frank Timmes; Rich Townsend; Lars Bildsten. [source] [read]
Does Infrastructure Investment Lead to Economic Growth or Economic Fragility? Evidence from China — Atif Ansar; Bent Flyvbjerg; Alexander Budzier; Daniel Lunn. [source] [read]
Economic prospects of the Russian-Chinese partnership in the logistics projects of the Eurasian Economic Union and the Silk Road Economic Belt: a scientific literature review — Elena Rudakova; Alla Pavlova; Oleg Antonov; Kira Kuntsevich; Yue Yang. [source] [read]
Exploring Small-World Network with an Elite-Clique: Bringing Embeddedness Theory into the Dynamic Evolution of a Venture Capital Network — Weiwei Gu; Jar-der Luo; Jifan Liu. [source] [read]
How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy — Massimo Finocchiaro Castroa; Calogero Guccio; Ilde Rizzo. [source] [read]
Idaho Blacks: Quiet Economic Triumph of Enduring Champions — Rama K. Malladi; Phillip Thompson. [source] [read]
Inequality, mobility and the financial accumulation process: A computational economic analysis — Simone Righi; Yuri Biondi. [source] [read]
Infranomics: The Foundational Economic Stratum — A Canonical Definition with Operational Index — Kubatbek K. Rakhimov. [source] [read]
On Human Capital and Team Stability — Pierre-André Chiappori; Alfred Galichon; Bernard Salanié. [source] [read]
Optimal dividend and capital injection under spectrally positive Markov additive models — Wenyuan Wang; Kaixin Yan; Xiang Yu. [source] [read]
Reaching Diverse Groups in Long-Term Astronomy Public Engagement Efforts — Melanie Archipley; Hannah S. Dalgleish; Eva-Maria Ahrer; Daniel Mortimer. [source] [read]
Reconfiguring Data Infrastructure Ecosystem in Africa: A Primer Toward Digital Sovereignty — Olusesan Michael Awoleye. [source] [read]
Social Behaviour of Agents: Capital Markets and Their Small Perturbations — Ondrej Hudak; Jana Tothova. [source] [read]
Sovereign Agents: Towards Infrastructural Sovereignty and Diffused Accountability in Decentralized AI — Botao Amber Hu; Helena Rong. [source] [read]
Synergizing Roadway Infrastructure Investment with Digital Infrastructure for Infrastructure-Based Connected Vehicle Applications: Review of Current Status and Future Directions — Sakib Mahmud Khan; Mashrur Chowdhury; Eric A Morris; Lipika Deka. [source] [read]
Towards Public Key Infrastructure less authentication in Session Initiation Protocol — Abdullah Al Hasib; Abdullah Azfar; Md. Sarwar Morshed. [source] [read]