Changing Macroeconomic Risks: A Markov-Switching DSGE Approach
-Econometrics Seminar
Molin Zhong
Penn Graduate Students
Parameter Estimation with Out-of-Sample Objective
-Econometrics Seminar
Peter Hansen
European University Institute
Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
Inference in Structural VARs with External Instruments
-Econometrics Seminar
Mark Watson
Princeton University
Flexible Bayesian Modeling with Moment Constraints
-Econometrics Seminar
Minchul Shin
Penn Graduate Student
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates
-Econometrics Seminar
Todd Clark
Federal Reserve Bank of Cleveland
Financial Trading Over Years: A Multi-Fractal Intensity Perspective
-Econometrics Seminar
Lorenzo Braccini
Penn Graduate Student
The Pruned State-Space System for Non-Linear DSGE Models
-Econometrics Seminar
Jesus Fernandez-Villaverde
University of Pennsylvania
Global Macroeconomic Uncertainty
-Econometrics Seminar
Tino Berger
Center for Macroeconomic Research, University of Cologne
Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects
-Econometrics Seminar
Hyungsik Roger Moon
University of Southern California
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