Winter Term 2024/25 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
January 22, 2025, 13:30 - 14:30 | Fiscal Responses to Monetary Policy: Insights From a Survey Among Government Officials | Heiner Mikosch (KOF Swiss Economic Institute) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
November 04 08, 2024, 15:00 - 16:00 | Optimal Peers | Florian Peters (University of Amsterdam) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
Summer Term 2024 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
July 08, 2024, 15:00 - 16:00 | Macro Forecasting in the Machine Learning Era | Philippe Goulet Coulombe (Université du Québec à Montréal) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
April 22, 2024, 13:30 - 14:30 | New Results on Minimax Regret Treatment Rules in Finite Samples | Patrik Guggenberger (Penn State University) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
Summer Term 2023 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
July 25, 2023, 15:45 - 17:15 | Rafal Weron (Wrozlaw University) | Karlsruhe Institute of Technology, Building 20.30, Room 2.058 | |
July 12, 2023 | Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations | Jörg Breitung (University of Cologne) | Karlsruhe Institute of Technology, Building 09.21, Main Hall |
June 20, 2023, 15:45 - 17:15 | Hans Künsch (ETH Zürich) | Karlsruhe Institute of Technology, Building 20.30, Room 2.058 | |
June 7, 2023, 17:30 - 18:30 | An Empirical Analysis of the Disruptions in the German Natural Gas Market Following the Russian Invasion of Ukraine | Maik Wolters (University of Kiel) | Karlsruhe Institute of Technology, Building 30.28, Room 120 |
May 21, 2023, 12:15 - 13:15 | Gender Differences in Financial Advice | Tabea Bucher-Koenen (ZEW Mannheim) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
Winter Term 2022/23 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
March 30, 2023, 15:30 - 16:30 | Generalized Error Rate Control in High Dimensions | Damian Kozbur (ETH Zürich) | University of Mannheim, L9 1-2, Room 002 |
March 28, 2023, 15:00 - 16:00 | Households' Response to the Wealth Effects of Inflation | Philip Schnorpfeil (Goethe University Frankfurt) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
March 22, 2023, 15:30 - 16:30 | Adapting to Misspecification | Liyang Sun (CEMFI) | University of Mannheim, L9 1-2, Room 002 |
March 2, 2023, 15:30 - 16:30 | Inference for Rank-Rank Regressions | Daniel Wilhelm (LMU Munich) | University of Mannheim, L9 1-2, Room 002 |
November 30, 2022, 10:30 - 11:30 | A Randomized Missing Data Approach to Robust Filtering and Forecasting | Dobrislav Dobrev (Federal Reserve Board of Governors) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.130 |
Summer Term 2022 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
May 23, 2022, 13:30 - 14:30 | Predictive regressions under heteroskedasticity | Robinson Kruse (FernUniversität Hagen) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
May 12, 2022, 15:30 - 16:30 | Adaptive Discrete Smoothing with an Application to Non-Parametric Estimation and High-Dimensional Panel Data Estimation | Martin Spindler (University of Hamburg) | University of Mannheim, L7, 3-5, Room P044 |
Winter Term 2019/20 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
December 16, 2019, 13:30 - 14:30 | Structural Interpretation of Vector Autoregressions with Incomplete Identification: Setting the Record Straight | Christiane Baumeister (University of Notre Dame) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
December 02, 2019, 13:30 - 14:30 | Time-varying Vector Autoregressive Models with Structural Dynamic Factors | Julia Schaumburg (Vrije Universiteit Amsterdam) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
November 04, 2019, 16:15 - 17:15 | Permutation Tests for Equality of Distributions of Functional Data | Joel Horowitz (Northwestern University) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
Summer Term 2019 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
July 22, 2019, 13:30 - 14:30 | Measuring Data Uncertainty: An Application using the Bank of England's `Fan Charts' for Historical GDP Growth | Ana Galvao (Warwick Business School) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
July 08, 2019, 13:30 - 14:30 | Factors that Fit the Time Series and Cross-Section of Stock Returns | Markus Pelger (Stanford University) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
June 26, 2019, 13:30 - 14:30 | Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings | Anne Opschoor (Vrije Universiteit Amsterdam) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.028 |
May 23, 2019, 15:30 - 16:40 | Hajo Holzmann (University of Marburg) | University of Mannheim, L7, 3-5, Room S031 | |
May 16, 2019, 15:30 - 16:40 | Dmitry Arkhangelsky (CEMFI Madrid) | University of Mannheim, L7, 3-5, Room S031 | |
May 09, 2019, 15:30 - 16:40 | Matt Masten (Duke University) | University of Mannheim, L7, 3-5, Room S031 |
Winter Term 2018/19 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
November 14, 2018, 17:00 - 18:00 | Limits to Arbitrage in Markets with Stochastic Latency | Stefan Voigt (Vienna Graduate School of Finance) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
November 07, 2018, 14:00 - 15:00 | Employment Effects of Unconventional Monetary Policy: Evidence from QE | Tom Zimmermann (University of Cologne) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
October 22, 2018, 13:30 - 14:30 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors | Elmar Mertens (Bank for International Settlements) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
September 07, 2018, 15:00 - 16:00< | Textual Sentiment, Option Characteristics, and Stock Return Predictability | Wolfgang Haerdle (TU Berlin) | KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 |
Summer Term 2018 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
July 09, 2018, 13:30 - 14:30 | Community Detection in Partial Correlation Network Models | Christian Brownlees (Universitat Pompeu Fabra) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
June 01, 2018, 09:00 - 11:30 | Econometrics Workshop | Stefan Wager (Stanford University) | Heidelberg University, Mathematikon, conference room, 5th floor |
May 28, 2018, 11:15 - 12:15 | Double/De-Biased Machine Learning with Regularized Riesz Representers | Victor Chernozhukov (Massachusetts Institute of Technology) | Heidelberg University, Mathematikon, Room SR C |
April 26, 2018, 11:45 - 13:00 | Risk endogeneity at the lender-/investor-of-last-resort | Bernd Schwaab (European Central Bank) | KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 |
Winter Term 2017/18 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
February 22, 2018, 16:20 - 17:00 | Bootstrapping for Vector Autoregression Estimates in Generalized Dynamic Factor Models | Alexander Braumann (TU Braunschweig) | University of Mannheim, L7, 3-5, Room S 031 |
February 22, 2018, 15:30 - 16:10 | Generalized Linear Dynamic Factor Models - A Structure Theory | Manfred Deistler (TU Vienna) | University of Mannheim, L7, 3-5, Room S 031 |
January 10, 2018, 17:00 - 18:00 | Asymmetric Impulse Responses | Joerg Breitung (University of Cologne) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
December 18, 2017, 13:30 - 14:30 | Factor State-Space Models for High-Dimensional Realized Covariance Matrices of Asset Returns | Roman Liesenfeld (University of Cologne) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
November 27, 2017, 13:30 - 14:30 | The Macroeconomic Impact of Money Market Freezes | Marie Hoerova (European Central Bank) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 |
October 25, 2017, 17:00 - 18:00 | Predicting Long-Term Financial Returns: VAR vs. DSGE Model - A Horse-Race | Michael Rockinger (University of Lausanne) | Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 |
Summer Term 2017 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
May 30, 2017, 12:00 - 13:00 | Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso | Anders Bredahl Kock (Aarhus University and CREATES) | University of Mannheim, L9, 1-2, R002 |
April 25, 2017, 12:00 - 13:00 | Detecting Granular Time Series in Large Panels | Christian Brownlees (Universitat Pompeu Fabra) | University of Mannheim, L9, 1-2, 002 |
March 21, 2017, 12:00 - 13:00 | Cumulated Sum of Squares Statistics for Nonlinear Non-stationary Regressions | Vanessa Berenguer-Rico (University of Oxford) | University of Mannheim, L9, 1-2, R002 |
Winter Term 2016/17 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
November 29, 2016, 12:00 - 13:30 | Measuring Dynamic Connectedness with Bayessian VAR Models | Kamil Yilmaz (Koc University) | University of Mannheim, L7, 3-5, P043 |
November 22, 2016, 12:00 - 13:30 | Semiparametric Analysis of Network Formation | Koen Jochmans (SciencesPo) | University of Mannheim, L7, 3-5, P043 |
November 14, 2016, 17:15 - 18:15 | Tail event driven networks of SIFIs | Yarema Okhrin joint with Cathy Chen and Wolfgang Härdle | Heidelberg, AWI |
October 4, 2016, 12:00 - 13:30 | Some Extensions of Regression Based Cointegration Analysis: Theory for Applications | Martin Wagner (TU Dortmund) | University of Mannheim, L7, 3-5, P043 |
Summer Term 2016 | |||
---|---|---|---|
Date and time | Title | Speaker | Location |
July 7, 2016, 11:45 - 13:00 | Bank business models at zero interest rates | Julia Schaumburg | KIT, Bdg. 20.14. Room 103.1 |
May 27, 2016, 13:30 - 14:30 | Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches. | Richard Baillie | Heidelberg, AWI Room 01.034 |
May 19, 2016, 11:45 - 13:00 | A Bootstrap Stationarity Test for Predictive Regression Invalidity | Robert Taylor | KIT, Bdg. 20.14 Room 103.1 |
April 28, 2016, 11:45 - 13:00 | Revisiting the Stealth Trading Hypothesis - Does Time - Varying Liquidity Explain the Size Effect? | Nikolaus Hautsch | KIT, Bdg. 20.14 Room 103.1 |
March 22, 2016, 11:45 - 13:00 | Factorisable Sparse Tail Event Curves | Wolfgang Härdle | KIT, Bdg. 20.14 Room 103.1 |