Research
2026
Real-Time Recovery of Structural Shocks from High-Frequency Data
Job Market Paper
Réka Rátfai
2026
What Is in a Flow? Real-Time Filtering of Mixed Stock–Flow Systems. A Technical Note
Technical Note
Réka Rátfai
Work in Progress
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Resurrecting the New Keynesian Framework: A Linear Kalman–Bucy Approach
In Progress
Juan-Carlos Parra-Alvarez, Olaf Posch, Réka Rátfai
Draft available upon request.
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Term Structure in the FTPL Model
In Progress
Olaf Posch, Réka Rátfai
Draft available upon request.
Conferences & Presentations — 2026 · 4 events
Aug 17–21
EEA-ESEM 2026
European Economic Association · Econometric Society European Meeting
Dublin · Session: Topics in Time-Series Econometrics
Sept 13–16
VfS Annual Conference 2026
Verein für Socialpolitik
Innsbruck · Session: D14 Econometric Methods
Dec 2–4
EWMES 2026 Upcoming
European Winter Meeting of the Econometric Society
Warsaw
Dec 12–14
CFE-CMStatistics 2026 Upcoming
International Conference on Computational and Financial Econometrics & Computational and Methodological Statistics
Berlin · Session: CC415 Structural VARs
Code & Data
Code and replication files will be made available as papers are released.