This paper explores the link between systemic risk and firm value gain in the context of bank acquisitions. Daniela Scidá is a manager and financial economist in the Supervision, Regulation and Credit department. Quantitative Supervision and Research - Federal Reserve Bank of Richmond. Wolfram Knowledgebase Curated computable knowledge powering Wolfram|Alpha. See all articles by Daniela Scida Daniela Scida. Wolfram Universal Deployment System Instant deployment across cloud, desktop, mobile, and more. in Economics 2016Thesis Title: \Model selection and loss function for structural time series: networks,spatial models, causality measures, and misspeci ed or redundant moment conditions'Primary Advisor: Eric RenaultSecondary Advisor: Adam McCloskey M.A. Join Facebook to connect with Daniela Scida and others you may know. I am originally from Tucumán, a small province in the north of Argentina.Wolfram Data Framework Semantic framework for real-world data. View the profiles of people named Daniela Scida. I received my undergraduate degree in Economics at Universidad Nacional de Tucumán in Argentina, and my masters degree in Economics and Finance at CEMFI in Madrid, Spain. I also developed a pre-college course in econometrics for summer school at Brown at an AP Statistics level. In this paper, I interpret a time series spatial model (T-SAR) as a constrained Structural Vector Autoregressive (SVAR) model. Until recently, I was also the co-coordinator of our QSR Seminars and (virtual) Brown Bags series.ĭuring my time at Brown University, I was a teaching assistant for financial econometrics among other econometric courses, at both graduate and undergraduate levels. See all articles by Daniela Scida Daniela Scida. My supervisory experience includes model development and forecasting under stress conditions, as well as examination from participation in the CCAR program. Daniela Scida, and seminar participants at Brown University, ETH Zurich, the Montreal Workshop on Productivity, Entrepreneurship and Development, and NEUDC for helpful comments and suggestions. I was part of the Federal Reserve System stress testing program until June 2022. Join Facebook to connect with Daniela Scidà and others you may know. On the supervisory side, I currently lead an innovation project that leverages NLP methods and mapping techniques. View the profiles of people named Daniela Scidà. Many of my current research projects focus on financial networks estimation and, more recently, at the intersection with NLP methods. I am particularly interested in applied econometrics and econometric methodology for time series. We would like to thank Daniela Scida for research assistance. My research interests lie in the areas of time series analysis, financial econometrics, and financial networks. Before joining the Richmond Fed in 2016, I completed my Ph.D. Based on these restrictions, I propose a Minimum. I am a M anager Financial Economist in the Quantitative Supervision
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