Econometrics Seminar

• George Kapetanios

• Optimal Monetary Policy in a Data-Rich Environment

• "TBA"

• External Validity in a Stochastic World

• Estimating the Long-Run Implications of Dynamic Asset Pricing

• Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors

• Asymptotically Exact Inference in Conditional Moment Inequality Models

• Jun Yu

• Juan Rubio-Ramirez

• Forecast Rationality Tests based on Multi-Horizon Bounds

• Bounds on the Counterfactual Distribution of Revenues in Auctions with Reserve Prices

• A Sieve-SMM Estimator for Dynamic Models

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• FX volatility connectedness and carry trades

• Econometrics Lunch Seminar