Econometrics and Business Statistics Seminar: Simone Manganelli, European Central Bank

Title: Forecasting and Stress Testing with Quantile Vector Autoregression

2019.07.04 | Pernille Vorsø Jachobsen

Date Wed 18 Sep
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Simone Manganelli, European Central Bank

Title:  Forecasting and Stress Testing with Quantile Vector Autoregression

Area of research: Mathematical and Quantitative Methods, Financial Economics, Microeconomics

Host: Leopoldo Catania

Organizer: Shin Kanaya

Econometrics and Business Statistics Seminar Series, CREATES