Sunday, October 30, 2022

The Econometrics of Macroeconomic and Financial Data

Last week I received the full published special issue of Journal of Econometrics, 231(2), 2022 (The Econometrics of Macroeconomic and Financial Data). I am deeply grateful and humbled. What a wonderful gesture. Heartfelt thanks to the J. Econometrics Editorial Board, and to all the students, co-authors, and colleagues who contributed. Special thanks to Atsushi Inoue, Lutz Kilian and Andrew Patton for their thoughtful introduction and meticulous editing, and for so generously attempting (twice) to host the associated 60th birthday conference. Clearly COVID did not defeat us!

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