- HKMetrics-Seminar: On December 2, Julia Schaumburg (Vrije Universiteit Amsterdam) will give a talk on "Time-varying vector autoregressive models with structural dynamic factors" in the HKMetrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Room 00.010. The abstract can be found here.
- HKMetrics-Seminar: On November 4, Joel Horowitz (Northwestern University) will give a talk on "Permutation Tests for Equality of Distributions of Functional Data" in the HKMetrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Room 00.010. The abstract can be found here.
- The Faculty of Economics and Social Sciences at Heidelberg University invites applications for an ASSISTANT PROFESSORSHIP in APPLIED ECONOMETRICS (Juniorprofessur W1 „Volkswirtschaftslehre mit dem Schwerpunkt Empirische Wirtschaftsforschung“) starting in April 2020. For further details see here.
- Christian Conrad presented the paper „Information Channels ofMonetary Policy and Inflation Expectations" (joint with Alexander Glas, University of Erlangen-Nuremberg) at the Deutsche Bundesbank conference on “Household Expectations”, Frankfurt, September 26-28, 2019.
- Christian Conrad presented the paper "`Dejà Vol‘ Revisited: Survey Forecasts of Macroeconomic Variables Predict Volatility in the Cross-Section of Industry Portfolios" (joint with Alexander Glas, University of Erlangen-Nuremberg) at the Annual Meeting of the Verein für Socialpolitik, Leipzig, September 22-25.
- On September 06, 2019, the 6th HKMetrics Doctoral Workshop takes place at the University Mannheim. The program is available here.
- New publication: Conrad, C., and O. Kleen (2019). “Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models.” Journal of Applied Econometrics, forthcoming. Available at SSRN: https://ssrn.com/abstract=2752354
- New publication: Trautmann, S., and C. Conrad (2019). “Book Review: A Crisis of Beliefs – Investor Psychology and Financial Fragility, Nicola Gennaioli and Andrej Shleifer.” Journal of Economic Psychology, forthcoming.
Latest Revision: 2019-11-25