The Global Component of Inflation Volatility
-Econometrics Lunch
Francesco Corsello
Bank of Italy
Time-Varying Parameters: A Machine Learning Approach
-Econometrics Lunch
Philippe Goulet Coulombe
University of Pennsylvania
Frequentist Shrinkage under Inequality Constraints
-Econometrics Lunch
Edvard Bakhitov
University of Pennsylvania
Two-Steps Sieve M-Estimation with Group Heterogeneity, with Application to Production Function
-Econometrics Lunch
Peng Shao
University of Pennsylvania
Dynamically optimal treatment allocation using Reinforcement Learning'
-Econometrics Lunch
Karun Adusumilli
University of Pennsylvania
Network peer effects with selection into treatment: Reevaluating microfinance adoption in India
-Econometrics Lunch
Alejandro Sanchez
University of Pennsylvania
Identification Robust Inference for Risk Prices in Structural Stochastic Volatility Models
-Econometrics Lunch
Paul Sangrey
University of Pennsylvania
Bank capital constraints, lending supply and economic activity
-Econometrics Lunch
Antonio Conti
Bank of Italy visiting Penn
Two-Steps Sieves Estimator with Latent Group Heterogeneity
-Econometrics Lunch
Peng Shao
University of Pennsylvania
Exploiting term structure dynamics in immunization strategies
-Econometrics Lunch
Jorge Hansen
Aarhus visiting Penn