Karl HarmenbergCopenhagen Business School
Benny HartwigGoethe University Frankfurt
I will present my job market paper in the Time Series session on the 14th December from 09:00 to 11:00 am.
This paper contributes to the analysis of time-varying VAR models with Cholesky stochastic volatility by showing that covariance estimates are sensitive to the ordering of the variables and by proposing a ordering-robust alternative that is simple to implement and allows for more general dynamic relations between variables.
I am an economist whose research covers macro and financial econometrics. I work as a researcher at the Aix-Marseille University and as a lecturer at the Université Catholique de Louvain where I teach Computational Finance and Financial Innovation respectively.
John HatfieldUniversity of Texas at Austin
Jan-Luca HennigTrinity College Dublin
I am a PhD candidate in Economics and Teaching Fellow at Trinity College Dublin. My primary research interests are Labor Economics, Macroeconomics and Applied Econometrics.
I was a Visiting Scholar at Columbia University sponsored by Donald Davis during the Spring Term 2020. In the summer 2019, I worked as a research intern in the Economics Department at the OECD.
Espen HenriksenBI Norwegian Business School
Lukas HoeschUniversitat Pompeu Fabra & Barcelona Graduate School of Economics
I am a PhD candidate in Economics at Universitat Pompeu Fabra and the Barcelona Graduate School of Economics.
My research fields are Time Series Econometrics, Macroeconometrics, Forecasting, Empirical Macroeconomics and Empirical Finance.
I am currently on the Job Market. I am available for interviews at the virtual European Job Market, the virtual ASSA meeting or as otherwise scheduled.