Econometrics Cluster Seminar: Ryohei Oishi - Robust Inference on Macro Equations Identified by Shock Proxies with HAR Size Control
Seminar
This event has now finished.
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