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)
Robin Döttling , Robin Döttling (University of Amsterdam)
Helena Skyt Nielsen (Aarhus University, Denmark)
Yann Bramoullé (Aix-Marseille University, France)
Felicia Ionescu (Federal Reserve Board, United States)
Xavier d'Hautfoeuille (CREST-ENSAE, France)
Jurjen Kamphorst (Erasmus University Rotterdam)
Xintong Zhan (Erasmus University Rotterdam)
Shuo Xia (Erasmus University Rotterdam)
Florian Scheuer (Stanford University, United States)
Gabriele Ciminelli , Gabriele Ciminelli (University of Amsterdam)
Italo Colantone (Bocconi University, Italy)
Paul Schneider (University of Lugano & Swiss Finance Institute, Switzerland)
Josh Angrist (MIT, United States)
Agnieszka Markiewicz (Erasmus University Rotterdam)
Matteo Millone , Matteo Millone (VU Amsterdam)
Giorgio Ricchiuti (University of Florence, Italy)