- HeiKaMEtrics-Seminar: On October 22, Elmar Mertens (German Central Bank) will give a talk on "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors" in the HeiKaMEtrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Room 00.010. The abstract can be found here.
- On October 04, 2018, the 5th HeiKaMEtrics Doctoral Workshop takes place at the University of Heidelberg. The workshop is jointly organized by Prof. Christian Conrad (Heidelberg University), Prof. Fabian Krüger (Heidelberg University), Prof. Melanie Schienle (KIT) and Prof. Carsten Trenkler (University of Mannheim). The program is available here.
- Christian Conrad presented the paper "Two are better than one: volatility forecasting using multiplicative component GARCH models" (joint with Onno Kleen) at the Annual Conference of the German Economic Association in Freiburg on September 05, 2018.
- New publication: Conrad, C. and M. Hartmann (2018). "On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies." European Journal of Political Economy, forthcoming.
- Alexander Glas presented the paper "Overconfidence versus rounding in survey-based density forecasts" (joint with Matthias Hartmann) at the annual congress of the Econometric Society in Cologne on August 30, 2018 as well as the Annual Conference of the German Economic Association in Freiburg on September 04, 2018.
- Christian Conrad presented the paper "`Deja vol' revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios " (joint with Alexander Glas) at the Bundesbank Research Seminar, Frankfurt, July 23, 2018.
- HeiKaMEtrics-Seminar: On July 09, Christian Brownlees (Universitat Pompeu Fabra) will give a talk on "Community Detection in Partial Correlation Network Models" in the HeiKaMEtrics-Seminar. Location: Heidelberg University, Alfred-Weber-Institute, Bergheimer Str. 58, Room 00.010. The abstract can be found here.
In the winter term 2018/19 the Chair of Empirical Economics offers the following courses:
- Review Course Advanced Econometrics (Master)
- Advanced Econometrics (Master)
- Makroökonometrie (Bachelor)
- Seminar: Measurement and Econometric Modelling of Expectations (Master)
Latest Revision: 2018-10-22