Forecasting with Dynamic Panel Data Models: Empirical Bayes Approach
-Econometrics Seminar
Yu (Laura) Liu
Penn Graduate Student
The Pass-through of Sovereign Risk
-Econometrics Seminar, Money Macro Seminar
Luigi Bocola
Penn Graduate Student
Bond and Equity Exposures to Macroeconomic and Monetary Policy Risks
-Econometrics Seminar
Dongho Song
Penn Graduate Student
Countercyclical Policy Responses of the Current Account
-Econometrics Seminar
Gustavo Camilo
Penn Graduate Student
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
-Econometrics Seminar
Xu Cheng
University of Pennsylvania
Scale of Predictability
-Econometrics Seminar
Federico Bandi
Johns Hopkins Carey Business School
Testing for Independence Between a Time Series and a Point Process
-Econometrics Seminar
Victor Solo
University of New South Wales
Methods for Markov-switching Models
-Econometrics Seminar
Francesco Bianchi
Duke University (Visiting Penn)
Did New Macroeconomic Factors Emerge During the Great Recession? Evidence from Shrinkage Estimation of Dynamic Factor Models
-Econometrics Seminar
Frank Schorfheide
University of Pennsylvania
Random Coefficients in Static Games of Complete Information
-Econometrics Seminar
Stefan Hoderlein
Boston College
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