Research Seminar

Summer Term 2024
Date and time Title Speaker Location
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