22.10.2015

Annika Schnücker
Identifying Structural Panel VARs: An Application to Cross-Country Spillovers

Michael Lee
Housing Market Spillovers: A New Identification Scheme

29.10.2015

Michael Lee
Can we predict the direction of the housing price movement?

5.11.2015

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12.11.2015

Max Oltmanns
Understanding cross-currency spillover in money markets: Has contagion occurred during the global financial crisis?

Maximilian Podstawski
Identifying Uncertainty Shocks Using the Price of Gold

19.11.2015

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26.11.2015

Michael Hachula
Trilemma or Dilemma? Evidence from Country Sensitivity to the Global Financial Cycle

Michele Piffer
Assessing identifying restrictions in SVAR models

3.12.2015

Pavel Evtuhov
EU ETS and the Germany´s Electricity Market

Benjamin Beckers 
Innocent bystanders? The role of monetary policy in asset price bubbles

10.12.2015  BEGINN: 15:30 Uhr

Patrick Harms
The Effects of the Adjustment in Government Spending and Competitiveness in the Euro Area: a Global VAR Investigation

17.12.2015

Dominika Franiel
Bid Ask Spreads

Michael Bauer
Robust Bond Risk Premia

7.1. 2016

Ort: HS 328, Boltzmannstr. 20

Nils Aka
An (S)VAR Analysis of Euro Area Labour Markets: Forecasts and Cross-Country Heterogeneities

Martin Bruns
Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis

Dmitry Chervyakov
Contagion During the Euro Crisis? Evidence from a Factor Model

Stefan Gebauer
Corporate Deleveraging in the Euro Area: An Integrated Micro-Macro Approach

Thore Schlaak
Setting optimal Countercyclical Capital Buffers: Estimation based on Macro-Fundamentals

Simon Jurkatis
When do investors really herd?

Flora Budianto
Tax policy at the zero lower bound

Verena Grass
Sustainability of debt - Evidence from sequential ADF Tests

Tatsiana Kliatskova
Floating with a load of FX debt?

Sandra Pasch
Fiscal Devaluation in a Monetary Union: Simulations in a Three-Country Model