Research Seminar

Summer Term 2018
Date Title Speaker Location Time
September 07, 2018 Textual Sentiment, Option Characteristics, and Stock Return Predictability Wolfgang Haerdle (TU Berlin) KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 15:00 - 16:00
July 09, 2018 Community Detection in Partial Correlation Network Models Christian Brownlees (Universitat Pompeu Fabra) Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 13:30 - 14:30
June 01, 2018 Econometrics Workshop Stefan Wager (Stanford University) Heidelberg University, Mathematikon, conference room, 5th floor 09:00 - 11:30
May 28, 2018 Double/De-Biased Machine Learning with Regularized Riesz Representers Victor Chernozhukov (Massachusetts Institute of Technology) Heidelberg University, Mathematikon, Room SR C 11:15 - 12:15
April 26, 2018 Risk endogeneity at the lender-/investor-of-last-resort Bernd Schwaab (European Central Bank) KIT Campus B (Bdg. 09.21), Bluecherstr. 17, Room 320 11:45 - 13:00
Winter Term 2017/18
Date Title Speaker Location Time
February 22, 2018 Bootstrapping for Vector Autoregression Estimates in Generalized Dynamic Factor Models Alexander Braumann (TU Braunschweig) University of Mannheim, L7, 3-5, Room S 031 16:20 - 17:00
February 22, 2018 Generalized Linear Dynamic Factor Models - A Structure Theory Manfred Deistler (TU Vienna) University of Mannheim, L7, 3-5, Room S 031 15:30 - 16:10
January 10, 2018 Asymmetric Impulse Responses Joerg Breitung (University of Cologne) Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 01.030 17:00 - 18:00
December 18, 2017 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 13:30 - 14:30
November 27, 2017 The Macroeconomic Impact of Money Market Freezes Marie Hoerova (European Central Bank) Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010 13:30 - 14:30
October 25, 2017 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 17:00 - 18:00
Summer Term 2017
Date Title Speaker Location Time
May 30, 2017 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 12:00 - 13:00
April 25, 2017 Detecting Granular Time Series in Large Panels Christian Brownlees (Universitat Pompeu Fabra) University of Mannheim, L9, 1-2, 002 12:00 - 13:00
March 21, 2017 Cumulated Sum of Squares Statistics for Nonlinear Non-stationary Regressions Vanessa Berenguer-Rico (University of Oxford) University of Mannheim, L9, 1-2, R002 12:00 - 13:00
Winter Term 2016/17
Date Title Speaker Location Time
November 29, 2016 Measuring Dynamic Connectedness with Bayessian VAR Models Kamil Yilmaz (Koc University) University of Mannheim, L7, 3-5, P043 12:00 - 13:30
November 22, 2016 Semiparametric Analysis of Network Formation Koen Jochmans (SciencesPo) University of Mannheim, L7, 3-5, P043 12:00 - 13:30
November 14, 2016 Tail event driven networks of SIFIs Yarema Okhrin joint with Cathy Chen and Wolfgang Härdle Heidelberg, AWI 17:15 - 18:15
October 4, 2016 Some Extensions of Regression Based Cointegration Analysis: Theory for Applications Martin Wagner (TU Dortmund) University of Mannheim, L7, 3-5, P043 12:00 - 13:30
Summer Term 2016
Date Title Speaker Location Time
July 7, 2016 Bank business models at zero interest rates Julia Schaumburg KIT, Bdg. 20.14. Room 103.1 11:45 - 13:00
May 27, 2016 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 13:30 - 14:30
May 19, 2016 A Bootstrap Stationarity Test for Predictive Regression Invalidity Robert Taylor KIT, Bdg. 20.14 Room 103.1 11:45 - 13:00
April 28, 2016 Revisiting the Stealth Trading Hypothesis - Does Time - Varying Liquidity Explain the Size Effect? Nikolaus Hautsch KIT, Bdg. 20.14 Room 103.1 11:45 - 13:00
March 22, 2016 Factorisable Sparse Tail Event Curves Wolfgang Härdle KIT, Bdg. 20.14 Room 103.1 11:45 - 13:00