ISET hosted the final Research Seminar of the 2025–26 academic year, featuring Sulkhan Chavleishvili, Ph.D., from Aarhus University.
He presented his research titled “Quantile VAR Forests.” The study integrates quantile vector autoregressions with machine-learning regression forests, focusing on how machine-learning methods can be used to estimate the effects of structural shocks across the entire distribution of possible economic responses.
The presentation highlighted a flexible nonparametric framework that extends standard macroeconomic analysis beyond average effects, allowing researchers to better capture heterogeneous and nonlinear responses to economic shocks. The seminar marked the conclusion of this academic year’s Research Seminar Series at ISET.
