Common Drifting Volatility in Large Bayesian VARs
Massimiliano Marcellino (European University Institute)
- Seminars Econometric Institute
Massimiliano Marcellino (European University Institute)
Paul Bekker (University of Groningen)
Michael Owyang (Federal Reserve Bank of St. Louis)
John Geweke, Neil Shephard, Arnoud Doucet, Ron Gallant, Christophe Andrieu, Nicholas Chopin, and Drew Creal
Gary Koop (University of Strathclyde)
John Geweke (University of Technology Sydney, EUR and University of Colorado)
Conference
Christophe Croux (KU Leuven) and Niels Haldrup (CREATES)
John Rose (University of Sydney)
Bas ter Weel (Maastricht University, and CPB)
Paul Eilers (Erasmus University Medical Centre)
Alain Monfort (CREST, DGEI-DEMFI Banque de France, and Maastricht University)
Frans Schalekamp
Farewell symposium of Dr. A.F. (Aart) de Vos
Peter Goos (University of Antwerp, EUR)
Bas Donkers - Martina Vandebroek - Richard Paap - Alberto Maydeu Olivares
Domenico Giannone (Université Libre de Bruxelles)
David Hendry (Oxford)
Roman Liesenfeld (Kiel)
David Dickey (North Carolina State)