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First Deputy Dean Sergey Merzlyakov
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Deputy Dean for Undergraduate Studies Elena Burmistrova
Article
On inner automorphisms preserving fixed subspaces of Clifford algebras

Shirokov D.

Advances in Applied Clifford Algebras. 2021. Vol. 31.

Working paper
Nowcasting Russian GDP using forecast combination approach
In press

Zhemkov M.

Bank of Russia Working Paper Series. No. 68 / February 2021. Bank of Russia, 2021. No. 68.

International Webinar (Joint FES and ICEF) with Silvia Goncalves, McGill University

12+
*recommended age
Event ended

We are happy to announce our next International Webinar (Joint FES and ICEF) on April 22 (Thursday) at 17:40 – 19:00   (by Moscow time) Silvia Goncalves from McGill University will present her paper  “Impulse response analysis for structural dynamic models with nonlinear regressors” (joint with Ana María Herrera, Lutz Kilian and Elena Pesavento)

Abstract: We study the construction of nonlinear impulse responses in linear structural dynamic models that include nonlinearly transformed regressors. We derive the closed-form solution for the population impulse responses to a given shock and propose a control function approach to estimating these responses without taking a stand on how the remainder of the model is identified. Our plug-in estimator dispenses with the need for simulations and, unlike conventional local projection (LP) estimators, is consistent. A modified LP estimator is shown to be consistent in special cases, but less accurate in finite samples than the plug-in estimator.

 

Speaker: Silvia Goncalves
Date: April 22, 2021
Time: 17:40-19:00  
Venue: Zoom

The seminar will be held in zoom: https://us02web.zoom.us/j/89763443440