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HIAS Seminar/Macro Money Workshop/Economic Statistics Workshop

Date March 16th (Fri) 17:10-18:40
Venue Conference Room, 3rd Floor, IER
Speaker Kyuho Kang (Korea University)
Title "Stochastic Volatility Dynamic Nelson-Siegel Model with Time-Varying Factor Loadings and Correlated Factor Shocks"
Organizers Tomohito Okabe [IER] and Toshiaki Watanabe [IER]