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 2024-06-13 06:34:31 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

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On a Standard Method for Measuring the Natural Rate of Interest

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

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

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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?

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