Event
Lecture Series: Yohei Yamamoto (Hitotsubashi University)
Friday, October 5, 2018 15:30to17:00
Leacock Building
855 rue Sherbrooke Ouest, Montreal, QC, H3A 2T7, CA
Leacock 429
Yohei Yamamoto (Hitotsubashi University)
“Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances”