Time Series: Robustness, Breaks and Forecasting

ESEM

Presenter(s)	Type			Length	Chair	Room Number	Add to calendar
Alessio Volpicella Karsten Schweikert Florian Richard Onno Kleen	Contributed Sessions	24/08	14:00 CEST	90 mins	Onno Kleen	N27	Add to Calendar `2022-08-24 14:00:00 2022-08-24 15:30:00 EEA-ESEM 2022: Time Series: Robustness, Breaks and Forecasting. Room: N27 EEA-ESEM 2022 congress@eeassoc.org Europe/Rome public`

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Papers

(Listed in order of presenters above)

Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty

Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regressions with Integrated and Stationary Regressors

Model Confidence Sets in Multivariate Systems

Robust Inference for Mixed-Frequency Analysis

Presentations

Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty

Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regressions with Integrated and Stationary Regressors

Model Confidence Sets in Multivariate Systems

Robust Inference for Mixed-Frequency Analysis

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