MIL-OSI Video: 11th European Central Bank Conference on Forecasting Techniques – Paper 3

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Source: European Central Bank (video statements)

Paper 3: Addressing COVID-19 outliers in BVARs with stochastic volatility

Elmar Mertens*, Deutsche Bundesbank
Andrea Carriero, Queen Mary University of London
Todd E. Clark, Federal Reserve Bank of Cleveland
Massimiliano Marcellino, Bocconi University

Discussant: Michele Lenza, European Central Bank

https://www.youtube.com/watch?v=0BxUUULf4cw

MIL OSI Video