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Joint Macro and EEE Seminar: Tuesday, October 21
Stephie Fried, Federal Reserve Bank of San Francisco
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Oil, Inflation Expectations, and Household Characteristics: A Nonlinear Heterogeneous Agent VAR Approach
Christiane Baumeister, University of Notre Dame
In this paper, we develop a scalable micro-macro modeling framework that integrates linear multivariate time series models with nonlinear...
