Econometrics Seminar

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  Bayesian Estimation of Fractionally Integrated Vector Autoregressions and an Application to Identified Technology Shocks

• Ulrich Müller

• DmitryArkhangelsky

• TBA

• Smoothly Mixing Regressions

• Structural Analysis with Reduced Rank VARs

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

• Preference Types and Welfare in Insurance Markets

• Comparing Possibly Misspecified Forecasts

• 

  How is Machine Learning Useful for Macroeconomic Forecasting?

• Joel Hasbrouck

• Martin Weidner

• Pricing of Asian Temperature Risk

• Instrumental Variable Estimation in a Data Rich Envirornment

• Stan: A Platform for Bayesian Inference