FX volatility connectedness and carry trades
-Econometrics Seminar
Katja Gisler
Visiting Student, University of St. Gallen
Large-dimensional factor modeling based on high-frequency observations
-Econometrics Seminar
Markus Pelger
Stanford University
A New Prior for Time-Varying Parameter VARs
-Econometrics Seminar
Jacob Warren
Penn Graduate Student
Nonparametric Methods for Microeconometric Analysis of Heterogeneous Agents
-Econometrics Seminar
Yuichi Kitamura
Yale University
Interval Forecasts: Relative Evaluation and Combination
-Econometrics Seminar
Ross Askanazi
Penn Graduate Student
The Smooth Colonel and the Reverend Find Common Ground
-Econometrics Seminar
Nicholas Kiefer
Cornell University
Identification through Heterogeneity
-Econometrics Seminar
Pooyan Amir Ahmadi
Visiting Faculty from Goethe University Frankfurt
Bayesian Inference on Structural Impulse Response Functions
-Econometrics Seminar, Junior Recruiting Seminar
Mikkel Plagborg-Møller
Harvard University
Impulse Response Matching Estimators for DSGE Models
-Econometrics Seminar
Lutz Kilian
University of Michigan, Ann Arbor
Projection Inference for Set-Identified SVARs
-Econometrics Seminar
Jose Luis Montiel Olea
NYU
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