Giorgio E. Primiceri
- How to estimate a vector autoregression after March 2020
2022/03/11 by Michele Lenza, Michèle Lenza, Giorgio E. Primiceri · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Economic Predictions With Big Data: The Illusion of Sparsity
2021/01/01 by Domenico Giannone, Michèle Lenza, Giorgio E. Primiceri · 1 voice · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact