Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach
-Econometrics Seminar
Jian Hua
Penn Graduate Student
Data-Rich DSGE and Dynamic Factor Models
-Econometrics Seminar
Maxym Kryshko
Penn Graduate Student
Financial Frictions, the Financial Immoderation, and the Great Moderation
-Econometrics Seminar
Cristina Fuentes-Albero
Penn Graduate Student
Mixed Hitting- Time Models
-Econometrics Seminar
Japp Abbring
University of California
TBA
-Econometrics Seminar
Oliver Linton
London School of Economics
Pre and Post Break Parameter Inference
-Econometrics Seminar
Graham Elliott
UCSD
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
-Econometrics Seminar
PIER Lecture- Lars Hansen
University of Chicago
Asset-price channels and macroeconomic fluctuations
-Econometrics Seminar
Tao Zha
Federal Reserve Bank of Atlanta
Optimal Monetary Policy in a Data-Rich Environment
-Econometrics Seminar
Jean Boivin
HEC Montreal
Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
-Econometrics Seminar
Kevin Sheppard
Oxford University
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