Macro & Econometrics Seminar

Time: Wednesday afternoon

Location: AWI room 01.030 (Bergheimer Str. 58). Everybody is welcome!

Organisation: Jonas Dovern and Freya Schadt

Winter Term 2017/2018

25.10.2017, 17-18h

Michael Rockinger (University of Lausanne)

"Predicting Long-Term Financial Returns: VAR vs. DSGE Model - A Horse-Race"


08.11.2017, 14-15h

Nestor Parolya

"Optimal shrinkage-based portfolio selection in high dimensions"


29.11.2017, 14-15h

Alexander Glas


20.12.2017, 14-15h

Onno Kleen


10.01.2018, 17-18h

Jörg Breitung (University of Cologne)


17.01.2018, 14-15h

Johannes Brumm (KIT)


24.01.2018, 14-15h

Klemens Hauzenberger (Deutsche Bundesbank)

"The Fisher Paradox. A Primer"


Summer Term 2017

19.04.2016, 14-15 h

Lena Dräger (Johannes Gutenberg-University Mainz)

"Are Consumers Planning Consumption According to an Euler Equation?"


24.4.2017, 16-17 h

Jonas Dovern

"Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts"


17.05.2017, 14-15 h

Christian Conrad

"On the economic determinants of optimal stock-bond portfolios: international evidence"


24.05.2017, 17-18 h (canceled)

Johannes Brumm (KIT)

"Re-use of Colateral: Leverage, Volatility, and Welfare"


21.06.2017, 17-18 h

Johannes Pfeifer (Universität Köln)

"Transparency and replication in macroeconomics"


12.07.2017, 15:30-16:30 h

Jonas Dovern/Fabian Krüger

"Modeling Heterogeneity in Macroeconomic Expectations"


26.07.2017, 16-17 h

Alexander Glas

"Overconfidence versus rounding in survey-based density forecasts"


Winter Term 2016/2017


Matthias Hartmann

"Bias corrected consensus forecasts under asymmetric loss"


Fabian Krüger

"Murphy diagrams for VaR and Expected Shortfall"


Onno Kleen

"Evaluating systemic risk forecasts"


Benjamin Born (Universität Bonn)

"Uncertainty-driven Business Cycles: Assessing the Markup Channel"


Patrick Hürtgen

"Disagreement and monetary policy: A theoretical and empirical investigation"


Christopher Zuber

"The effect of recessions on estimates for potential output"


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Letzte Änderung: 2017-10-17
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