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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”

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