(14 octobre) Macroeconometrics and Time Series Workshop
Macroeconometrics and Time Series Workshop
14 octobre 2019
De 9h à 13h
PSE - Ecole d’économie de Paris, 48 boulevard Jourdan, 75014 Paris
Salle R1-14 (1er étage)
Inscription (obligatoire) via ce lien
PROGRAMME
08:45 Welcome
09:00 Shaun Vahey (Warwick Business School, University of Warwick)
« Financial Conditions and the Risks to Economic Growth in the United States since 1875 » (with Patrick Coe)
09:40 Guillaume Chevillon (ESSEC Business School)
« Forecasting Long Memory via a VAR Model » (with Luc Bauwens and Sébastien Laurent)
10:20 Florens Odendahl (Banque de France)
« BVAR Forecasts, Survey Information and Structural Change in the Euro Area » (with Gergely Ganics)
11:00 Coffee break
11:30 Domenico Giannone (Federal Reserve Bank of New York)
« Economic Predictions with Big Data : The Illusion of Sparsity » (with Michele Lenza and Giorgio Primiceri)
12:10 Sylvia Kaufmann (Studienzentrum Gerzensee)
« Reduced-form factor augmented VAR – Exploiting sparsity to include meaningful factors » (with Simon Beyeler)
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Organisateurs :
Catherine Doz (PSE et Univ. Paris 1)
Laurent Ferrara (Skema Business School et Banque de France)