3 Events

• Thu

  Thursday

  March 05

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering

  Matteo Barigozzi (University of Bologna, Italy)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  February 26

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  The impact of central bank backstops on sovereign risk premia: Evidence from the ECB's Transmission Protection Instrument

  Bernd Schwaab (European Central Bank, Germany)

  • Erasmus Econometric Institute Series
• Thu

  Thursday

  February 19

  2026

  Seminar | Rotterdam | 12:00 - 13:00

  Multivariate AutoRegressive Smooth Liquidity

  Oliver Linton (University of Cambridge, United Kingdom)

  • Erasmus Econometric Institute Series