Professor Yongcheol Shin visits The University of Melbourne
Professor Yongcheol Shin visited The University of Melbourne as an Eminent Professor from April 21 to June 7. He participated in a variety of activities while there.
An ESRC-sponsored workshop titled 'New cross-sectionally dependent panel data methods for the analysis of macroeconomic and financial networks'
On Wednesday, May 31, Yongcheol led a workshop titled 'New cross-sectionally dependent panel data methods for the analysis of macroeconomic and financial networks' at The University of Melbourne.
The one-day workshop covered the recent theoretical and empirical developments of the panel data literature on cross-section dependence and spatial dependence/heterogeneity.
The workshop's aim was to discuss the most recent econometric techniques in the field and to provide related empirical applications, and it covered:
- An overview on cross-section dependence (CSD) in panels
- The factor-based models of cross sectionally dependent panels
- The spatial-based models of CSD
- The joint modelling of the spatial dependence and unobserved factors
- Multi-dimensional modelling in cross sectionally dependent panels
Finance and Macroeconomics Workshop sponsored by ESRC
On April 27, 2023, ANU, University of Melbourne, and University of York hosted a Finance and Macroeconomics Workshop at ANU Crawford School of Public Policy. Yongcheol delivered the paper "Generalised Canonical Correlation Estimation of the Multilevel Factor Model" as a keynote speaker.
Yongcheol also presented the papers listed below on the dates specified
"Regional Productivity Networks in the EU" at Monash University on 5 May and at Melbourne Institute on 1st June.
"Generalised Canonical Correlation Estimation of the Multilevel Factor Model" at the department of Economics on 12 May and at the School of Mathematics and Statistics on 26 May.