Tae-Hwy Lee (University of California Riverside) "Tensor Portfolios and Tensor Forecast Combinations" Face to face 15.2.71 - Room 15.1.39
10 events found.
Events
Duarte Gonçalves (University College London) "Speed, Accuracy, and Complexity" Face to Face 15.2.71 - Room Seminar 15.1.39
Sebastian Bauer (Stanford University) "Aftermarket Deterrence in Essential Input Auctions" Face to Face 15.2.71 - Room 15.1.39
Networks and Norms (joint with Matteo Marsili, Intentional Center of Theoretical Physics, Trieste)
15.1.39Fernando Vega (Chinese University of Hong Kong) "Networks and Norms (joint with Matteo Marsili, Intentional Center of Theoretical Physics, Trieste)" ABSTRACT: The co-evolution of social networks and social norms gives rise to a wide range of dynamic behavior. For, as our model highlights, networks not only support the rise of new norms but also […]
Realized autoregressive conditional betas by Mariia Artemova, Christian Francq and Sébastien Laurent
15.1.39Christian Francq (ENSAE) "Realized autoregressive conditional betas by Mariia Artemova, Christian Francq and Sébastien Laurent" We propose a new model called RACB (Realized Autoregressive Conditional Beta) to model the dynamics of slope parameters (or betas) in a linear regression model with heteroscedastic errors. The proposed model is a quasi score-driven model obtained by modelling […]
Maximilian Konradt (CREI) "Innovation, Business Cycles, and the Climate Transition" Abstract: This paper examines the relationship between green innovation and the business cycle, revealing that while non-green innovation is procyclical, green innovation is countercyclical. This pattern holds unconditionally over the business cycle and conditional on economic shocks. Motivated by these findings, we develop a business […]
Mikael Mäkimattila (Aalto University) "TBA" Face to Face 15.2.71 - Room 15.1.39
Francisco Costa (FGV) "TBA" Face to Face 15.2.71 - Room 15.1.39
Benny Kleinman (Stanford University) "TBA" Face to Face 15.2.71 - Room 15.1.39
Sulin Sardoschau (Humboldt University) "Perceptions of Race in the Labor Market joint with Pedro C. Sant’Anna and Aiko Schmeisser" Face to face 15.2.71 - Room 15.1.39