• Firm Heterogeneity and Credit Risk Diversification

• Structural Analysis with Reduced Rank VARs

• When is the Government Spending Multiplier Large? An Empirical Analysis of Time-Varying Fiscal Multipliers

• Inference for Low-Rank Models

• 

  Refining Set-Identification in VARs through Independence

• Stéphane Bonhomme

• 

  Forecast Evaluation tests: A New Approach

• Econometrics Seminar - Honoré

• 

  Econometrics Seminar

• Forecasting with a Panel Tobit Model

• Leveraged ETF options implied volatility paradox: a statistical study

• Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data

• Can Echange Rates Forecast Commodity Prices?

• Differences between Econometrics and Statistics

• Identification of Discrete Choice Models for Bundles and Binary Games