Research

Diebold, Francis X. and Goulet Coulombe, Philippe and Göbel, Maximilian (2023). Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models, Energy Economics,124, 106833.

Diebold, Francis X. and Goulet Coulombe, Philippe and Göbel, Maximilian and Rudebusch, Glenn and Zhang, Boyuan (2023). When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume. Journal of Econometrics, 236(2), 105479. Available at arXiV, NBER . 

Diebold, Francis X. and Göbel, Maximilian (2022). A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting. Economics Letters, Volume 215, 110478.

Goulet Coulombe, Philippe and Göbel, Maximilian (2021). On Spurious Causality, CO2, and Global Temperature. Econometrics, 9(3), 33; https://doi.org/10.3390/econometrics9030033. [data; Working Paper Version: arXiV]

Goulet Coulombe, Philippe and Göbel, Maximilian (2021). Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. Journal of Climate, 34(13), 5523-5541. [data: available from Philippe's website.; Working Paper Version: arXiV] 

Diebold, Francis X. and Göbel, Maximilian and Goulet Coulombe, Philippe and Rudebusch, Glenn and Zhang, Boyuan (2021). Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach. International Journal of Forecasting, 37(4), 1509-1519, https://doi.org/10.1016/j.ijforecast.2020.10.006.

Göbel, Maximilian and Araújo, Tanya  (2020). Indicators of Economic Crises: a Data-Driven Clustering Approach. Applied Network Science 5, 44.

Göbel, Maximilian and Araújo, Tanya  (2020). A Network Structure Analysis of Economic Crises. In: Cherifi H., Gaito S., Mendes J., Moro E., Rocha L. (eds) Complex Networks and Their Applications VIII. COMPLEX NETWORKS 2019. Studies in Computational Intelligence, vol 882. Springer, Cham.

Araújo, Tanya  and Göbel, Maximilian  (2019). Reframing the S&P 500 Network of Stocks along the 21st Century . Physica A: Statistical Mechanics and its Applications, 526.

Goulet Coulombe, Philippe and Klieber, Karin and Barrette, Christophe, Göbel, Maximilian (2024). Maximally Forward-Looking Core Inflation. Available at: SSRN.

Goulet Coulombe, Philippe and Göbel, Maximilian (2023). Maximally Machine-Learnable Portfolios. Available at: arXiV, SSRN

Göbel, Maximilian (2023). Forecasting U.S. Recessions: The Yield-Curve - What Else?!.

Göbel, Maximilian and Tavares, Nuno Filipe Jesus (2022). Zombie Lending in the United States -- Prevalence versus Relevance.