Uploaded March 2026 | Updated September 2026, 2 weeks ago
Session 5 on time-variation and state dependence at the 2026 Forecasting Techniques conference.
Session chair: Malte Knüppel (Deutsche Bundesbank)
Learning from Crises: A New Class of Time-Varying Parameter VARs with Observable Adaptation
• Presenter: Nicolas Hardy (Universidad Diego Portales)
• Dimitris Korobilis (Adam Smith Business School, University of Glasgow)
• Discussant: Claudia Foroni (European Central Bank)
Watch all sessions from the conference:
youtube.com/playlist?list=PLnVAEZuF9FZnMPzsAhkMgCVdx7rdyS_uH&si=R6ydlLh8NsL54kZf
See the conference programme here: https://www.ecb.europa.eu/press/conferences/html/20260323_13th_conference_on_forecasting_techniques.en.html
Session 5 on time-variation and state dependence at the 2026 Forecasting Techniques conference.
Session chair: Malte Knüppel (Deutsche Bundesbank)
Learning from Crises: A New Class of Time-Varying Parameter VARs with Observable Adaptation
• Presenter: Nicolas Hardy (Universidad Diego Portales)
• Dimitris Korobilis (Adam Smith Business School, University of Glasgow)
• Discussant: Claudia Foroni (European Central Bank)
Watch all sessions from the conference:
youtube.com/playlist?list=PLnVAEZuF9FZnMPzsAhkMgCVdx7rdyS_uH&si=R6ydlLh8NsL54kZf
See the conference programme here: https://www.ecb.europa.eu/press/conferences/html/20260323_13th_conference_on_forecasting_techniques.en.html










