Time-Varying Vector Autoregressive Models with Structural Dynamic Factors
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
- Seminars Econometric Institute
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
Laurens Swinkels (Erasmus University Rotterdam)
Simon Mayer (Erasmus University Rotterdam)
Geoffrey Tate (University of North Carolina at Chapel Hill, United States)
Yann Bramoullé (Aix-Marseille University, France)
Jurjen Kamphorst (Erasmus University Rotterdam)
Xintong Zhan (Erasmus University Rotterdam)
Shuo Xia (Erasmus University Rotterdam)
Florian Scheuer (Stanford University, United States)
Italo Colantone (Bocconi University, Italy)
Agnieszka Markiewicz (Erasmus University Rotterdam)
Matteo Millone , Matteo Millone (VU Amsterdam)
Per Stromberg (Stockholm School of Economics, Sweden)
Ghazala Azmat (SiencesPo, France)
Mirco Tonin (Free University of Bozen-Bolzano, Italy)
Marc Hallin (Université libre de Bruxelles, Belgium)
Lorenzo Pozzi (Erasmus University Rotterdam)
Andres Liberman (New York University, United States)
Konstantinos Tatsiramos (University of Nottingham, United Kingdom)
Mathijs A. van Dijk (Erasmus University Rotterdam)