Econometrics Cluster Seminar: Ryohei Oishi - Robust Inference on Macro Equations Identified by Shock Proxies with HAR Size Control
Seminar
Event date
Friday 27 February 2026, 1pm to Friday 27 March 2026, 2pm
Location
In-person only
A/EW106, Alcuin East Wing, Campus West, University of York (Map)
A/EW106, Alcuin East Wing, Campus West, University of York (Map)
Audience
Open to staff, students
Admission
Free admission, booking not required
Event details
Author: Mr Ryohei Oishi (UCL PhD candidate, Bank of Japan)
website: https://ryohei-oishi.github.
Abstract: I propose weak-instrument-robust inference methods on macroeconomic equations using shock proxies as instruments. Empirical applications include the Phillips curve and fiscal multipliers.
Host: Takashi Yamagata (York)
Cluster: Econometrics Cluster Seminar