Essex Finance Centre (EFiC) warmly invites you to join guest speaker Professor Christiane Baumeister from the University of Notre Dame and she explores methods for structural interpretation of vector autoregressions.
14:00 - 15:00
Professor Christiane Baumeister, University of Notre Dame
Lectures, talks and seminars
Essex Finance Centre (EFiC) Research Seminar Series
Essex Business School
Dr Nikolaos Vlastakis firstname.lastname@example.org
This Essex Finance Centre (EFiC) research seminar welcomes guest speaker Professor Christiane Baumeister as she explores methods for structural interpretation of vector autoregressions.
This seminar examines methods for structural interpretation of vector autoregressions when the identifying information is regarded as imperfect or incomplete.
It suggests that a Bayesian approach offers a unifying theme for guiding inference in such settings.
Among other advantages, the unified approach solves a problem with calculating elasticities that appears not to have been recognized by earlier researchers.
The presentation also call attention to some computational concerns of which researchers who approach this problem using other methods should be aware.
This seminar is free to attend and we welcome you to share with your friends, colleagues and classmates.
We ask that you email the organiser for the details on how to join.
Christiane Baumeister is the Robert and Irene Bozzone College Professor of Economics at the Department of Economics, University of Notre Dame.
Prior to joining the Economics Department at Notre Dame in 2015, Christiane Baumeister was a Principal Researcher in the International Economic Analysis Department at the Bank of Canada.
Her research interests include empirical macroeconomics, energy economics, applied time series econometrics and monetary economics.
She has published scholarly articles in a number of journals including;
She is a Research Affiliate at the Centre for Economic Policy Research and has been a visiting research scholar at the International Monetary Fund, the Banque de France, the University of California at San Diego, and the NIPE research centre in economics.