- October 29 -Please note room: 23.S05
Silvia Gonçalves (University of Montreal)
“Bootstrap prediction intervals for factor models” (Joint with B. Perron)
- November 19 -Please note room: 40.039
Andrew Harvey (Cambridge University)
“Dynamic Models for Volatility and Heavy Tails” (Abstract)
- November 26 -Please note room: 40.S14
Frank Kleibergen (Brown University)
“TBA”
- December 3 -Please note room: 40.039
Gianni Amisano (European Central Bank)
“A nonlinear DSGE model for the term structure with regime shifts” (Joint with O. Tristani)