Vector Autoregressions and Forecasting

ESEM

Presenter(s)	Type			Length	Chair
Anna Bykhovskaya Lorenzo Trapani Martin Bruns Emilio Zanetti Chini Leonardo N. Ferreira	Contributed	23/08	13:30 UTC	120 mins	Mikkel Plagborg-Moller

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Papers

(Listed in order of presenters above)

Cointegration in Large VARs

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Determining the rank of cointegration with infinite variance

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Comparison of Projection Estimators for Proxy Vector Autoregressions

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Strategic Judgment: its game-theoretic foundations, its econometric elicitation

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Forecasting with VAR-teXt and DFM-teXt models: exploiting changes in central bank communication

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