Martingale Unobserved Component Models and Particle MCMC
-PIER Lecture
Neil Shephard
University of Oxford
The Sources of Time-Varying Nominal-Real Asset Correlations
-Econometrics Seminar
Dongho Song
Penn Graduate Student
Eliciting Maternal Expectations about the Technology of Skill Formation
-Empirical Micro Seminar
Flavio Cunha
University of Pennsylvania
Deposit Insurance and Orderly Liquidation without Commitment: Can We Sleep Well?
-Money Macro Seminar
Russell Cooper
Penn State University
The Folk Theorem in Repeated Games with Individual Learning
-Micro Theory Seminar
Yuichi Yamamoto
University of Pennsylvania
Nonstationarity in Time Series of State Densities
-Econometrics Seminar
Yoosoon Chang
Indiana University, Bloomington
Dynamic Specification Tests for Dynamic Factor Models
-Econometrics Seminar
Enrique Sentana
CEMFI
What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?
-Empirical Micro Seminar
George-Levi Gayle
Washington University in St. Louis
Dynamic Screening with Limited Commitment
-Micro Theory Seminar
Rahul Deb
University of Toronto
Sequential Monte Carlo Sampling for DSGE Models
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
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