VSS Macro-Finance and Macroeconometrics

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...

Title: Deciphering the Fed Communication via Text-Analysis of Alternative FOMC Statements Presenter: Taeyoung Doh (Federal Reserve Bank of Kansas City) Discussant: Kyungmin Kim (Board...

August 10 @ 8:00 pm - 9:30 pm EDT Title: On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities Presenter: Minchul Shin (Federal...

Title: Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts Presenter: Sukjin Han, University of...