Time Series

Yohei Yamamoto (Hitotsubashi)

  • Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances

  • Download Draft: Here
  • Location:
    Economicum building, seminar room 2
  • Address:
    Helsinki, Arkadiankatu 7
Organizers
MM
Mika Meitz

University of Helsinki

mika.meitz at helsinki.fi