Learning from Crises: A New Class of Time-Varying Parameter VARs with Observable Adaptation

Source: European Central Bank (video statements)

Nicolas Hardy* (Universidad Diego Portales)
with Dimitris Korobilis (Adam Smith Business School, University of Glasgow)

Discussant: Claudia Foroni (European Central Bank)

https://www.youtube.com/watch?v=Mlm_AwtoZOg