VSS Macro-Finance and Macroeconometrics

The Empirical Macro-Finance Group Virtual Seminar mentor-mentee pair presentation on April 27, Wednesday at 9pm ET (10am KST Friday). Please note that the date has...

The Empirical Macro-Finance Group Virtual Seminar Next Thursday, 8pm ET, March 24 (9am KST, Friday)   Program Title: The dynamic effects...

Program Title: Income Inequality, Financial Intermediation, and Small Firms Presenter: Donggyu Lee (Federal Reserve Bank of New York) Discussant: Choongryul Yang (Federal Reserve...

Program Title: Stock Returns and Monetary Policy Stance Presenter: Bosung Jang (Korea Capital Market Institute) Discussant: Nam Kang Lee (Bank of Korea)...

Presenter: Hwagyun Hagen Kim (Texas A&M University) Discussant: Hyunduk Suh (Inha University) Time-Varying Expectation Effects of Switching Financial Uncertainty Abstract This paper investigates the...

Dear All, We will have our second seminar of 2021 on March 25 Thursday at 8pm EDT. Below is the...

We will have our second seminar of 2021 next week on February 25 Thursday at 8pm EST. Below are the...

Presenter: Donggyu Kim (KAIST) (https://sites.google.com/site/donggyukim0329/) Title: Dynamic Realized Quantile Regression Models Abstract: Quantile regression models are widely used in the modern...

Program Title: Quantifying monetary policy stance based on the textual analysis of FOMC minutes Presenter: Hie Joo Ahn (Board of Governors) Discussant:...

Title: On LASSO for Predictive Regression Presenter: Jihyung Lee (University of Illinois Urbana-Champaign) Discussant: Bonsoo Koo (Monash University) Please click this...