10:30 am
CANCELLED – Christian BROWNLEES (Universitat Pompeu Fabra) “Backtesting Global Growth-at-Risk”
Finance & Financial Econometrics : Time: 10.30 am Date: 23th of March 2023 Room 3001 Christian BROWNLEES (Universitat Pompeu Fabra) "Backtesting Global Growth-at-Risk" Abstract : We conduct an out-of-sample backtesting exercise of Growth-at-Risk (GaR) predictions for 24 OECD countries. We consider forecasts constructed from quantile regression and GARCH models. The quantile regression forecasts are based […]
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CANCELLED -Guillaume Chevillon (ESSEC) “What does it take to control global temperatures? Prospective and counterfactual caron abatement policies in a cointegrated vector autoregressive model”
Finance & Financial Econometrics : Time: 11.30 am Date: 23th of March 2023 Room 3001 Guillaume Chevillon (ESSEC)"WHAT DOES IT TAKE TO CONTROL GLOBAL TEMPERATURES? PROSPECTIVE AND COUNTERFACTUAL CARBON ABATEMENT POLICIES IN A COINTEGRATED VECTOR AUTOREGRESSIVE MODEL" Abstract :This paper performs an empirical historical analysis of a Stochastic Integrated Model of Climate and the Economy […]
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