Forecasting

EEA
Presenter(s) Type Length Chair
Gaetan Bakalli Eleonora Granziera Josef Ruzicka Andreï V. Kostyrka Contributed 23/08 13:30 UTC
120
mins
Claudia Foroni

Papers

(Listed in order of presenters above)

A penalized two-pass regression to predict stock returns with time-varying risk premia

Read paper

Nowcasting Norwegian Household Consumption with Debit Card Transaction Data

Read paper

Quantile Local Projections: Identification, Smooth Estimation, and Inference

Read paper

The good, the bad, and the asymmetric: Evidence from a new conditional density model

Read paper