Estimation of DSGE models by non-Gaussian Vector Autoregressions

Damiano Di Francesco, Alessio Moneta, Mario Martinoli, Raffaello Seri
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Date
May 20, 2024 — May 22, 2024
Event
2024 RCEA (Rimini Centre for Economic Analysis) International Conference in Economics, Econometrics, and Finance (ICEEF2024)
Location
London, United Kingdom
Econometrics Statistics
Raffaello Seri
Raffaello Seri
Professor of Econometrics

My research interests include statistics, numerical analysis, operations research, psychology, economics and management.

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