Detecting Crises, Jumps, and Changes in Regime
Neil Ericsson (Federal Reserve Board)
- Seminars Econometric Institute
Neil Ericsson (Federal Reserve Board)
James Mitchell (Warwick Business School)
Marcin Jaskowski (University of Vienna)
Patrick Gagliardini (University of Lugano and Swiss Finance Institute)
Keynote speaker: Frank Schorfheide (University of Pennsylvania)
Massimiliano Marcellino (European University Institute)
Paul Bekker (University of Groningen)
Michael Owyang (Federal Reserve Bank of St. Louis)
John Geweke, Neil Shephard, Arnoud Doucet, Ron Gallant, Christophe Andrieu, Nicholas Chopin, and Drew Creal
Gary Koop (University of Strathclyde)
John Geweke (University of Technology Sydney, EUR and University of Colorado)
Conference