Time Series II

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Alessia Paccagnini Daniel Buncic Tomasz Woźniak Anton Skrobotov	Contributed Sessions	29/08	09:00 CEST	90 mins	Tomasz Woźniak	40.113	Add to Calendar `2023-08-29 09:00:00 2024-07-01 11:53:18 EEA-ESEM 2023: Time Series II. Room: 40.113 EEA-ESEM 2023 congress@eeassoc.org Europe/Rome public`

Papers

(Listed in order of presenters above)

Identifying High-Frequency Shocks with Bayesian Mixed-Frequency VARs

On a Standard Method for Measuring the Natural Rate of Interest

What do Data Say About Time-Variation in Monetary Policy Shock Identification?

New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence

Presentations

Identifying High-Frequency Shocks with Bayesian Mixed-Frequency VARs

On a Standard Method for Measuring the Natural Rate of Interest

What do Data Say About Time-Variation in Monetary Policy Shock Identification?

New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence

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