Factor Models. Two Main Challenges: Stationarity and Factor Selection

Local:

Sala da Congregação - 11th floor

Schedule: March 28, 2025 (Friday), 14:00pm.
Type: Master’s Thesis Defense
Title: “Factor Models. Two Main Challenges: Stationarity and Factor Selection”
Line of Research: Macroeconomia Aplicada
Examination Board: João Victor Issler (FGV EPGE) – Advisor, Felipe Saraiva Iachan (FGV EPGE) e Marcio Gomes Pinto Garcia (PUC RJ).