Time-Varying Vector Autoregressive Models with Structural Dynamic Factors
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
- Seminars Econometric Institute
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
Xavier d'Hautfoeuille (CREST-ENSAE, France)
Paul Schneider (University of Lugano & Swiss Finance Institute, Switzerland)
Marc Hallin (Université libre de Bruxelles, Belgium)
Michael Smith (The University of Melbourne, Australia)
Simone Manganelli (ECB, Germany)
Arun Chandrasekhar (Stanford University, United States)
Francesca Molinari (Cornell University, United States)
Debopam Bhattacharya (University of Cambridge, United Kingdom)
Geert Dhaene (KU Leuven, Belgium) and Frank Windmeijer (Bristol University, United Kingdom)
Eleni Aristodemou (University of Amsterdam)
Martin Weidner (University College London, United Kingdom)
Don Andrews (Yale University, United States), Isaiah Andrews (MIT, United States), Bertille Antoine (Simon Fraser University, Canada), Federico Bugni (Duke University, United States), Matias Cattaneo (University of Michigan, United States), et al.
Liangjun Su (Singapore Management University, Singapore)
Cynthia Wu (The University of Chicago, United States)
Drew Creal (The University of Chicago, United States)
Drew Creal (University of Chicago, United States)
Zhipeng Liao (University of California, Los Angeles, United States)
Zhipeng Liao (University of California, Los Angeles, United States)
Almut Veraart (Imperial College London, United Kingdom)