VSS Macro-Finance and Macroeconometrics

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...

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...