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11 Pokrovsky Boulevard,
Room Т-614
Phone: (495) 628-83-68
email: fes@hse.ru
Founded in 1992, the HSE Faculty of Economics is the university’s oldest faculty. In the years since it was founded, it has gained a reputation as Russia’s leader in terms of higher economic education.
A fundamental education in modern economic theory and mathematics is combined with the study of applied disciplines, such as taxation, budget policies and processes, financial management and other related fields.
Dranev Y., Miriakov M., Ochirova E. et al.
Journal of Corporate Finance Research. 2024. Vol. 18. No. 1. P. 5-19.
In press
In bk.: Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, 2024.
Dagaev D., Paklina S., Parshakov P.
Social Science Research Network. Social Science Research Network. SSRN, 2024
International Webinar (Joint FES and ICEF) with Silvia Goncalves, McGill University
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