Econometrics: Time Series

Speaker(s) Type Length Chair
Carlos Ordás Criado Elias Wolf Dario Palumbo Gergely Ganics Reinhard Ellwanger Contributed
15:30
120
mins
Francesco Ravazzolo

Papers

(Listed in order of speakers above)

Frequentist and Bayesian Change-Point Models: A Missing Link

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On adjusting the one-sided Hodrick-Prescott Filter

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Testing and Modeling Time Series with Time Varying Tails

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Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area

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The New Benchmark for Forecasts of the Real Price of Crude Oil

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