Under what conditions structural macroeconomic shocks can be identified with empirical time series models? Several influential papers have shown that, in many theoretical models, Structural VAR analysis is unable to correctly esimate the economic shocks of interest and their propagation...

The workshop will bring together leading economists from central banks and academic institutions to consider critical issues related to policy coordination between instruments and between countries. The financial crisis and the ensuing slow recovery brought to the forefront policy coordination...

The aim of the conference is to bring together economists, econometricians, statisticians and social scientists who are interested in or are working on panel data issues. The program will consist of invited and contributed papers that cover a broad spectrum of theoretical and applied panel data...