Workshop "Empirical Macroeconomics" / "Aktuelle Forschungsfragen der Zeitreihenökonometrie"
Vortragsprogramm im Wintersemester 2016 / 2017
Zeit: | Donnerstag, 14 – 17 Uhr (c.t.) |
Ort: | Kaminzimmer, Boltzmannstraße 20, Berlin-Dahlem |
27.10.2016 |
Michael Hachula The anchoring of inflation expectations: Evidence from proxy SVARs Falk Mazelis Implications of Shadow Bank Regulation for monetary policy at the zero lower bound |
03.11.2016 |
Ahmed Hanoma How do home and foreign monetary policy shocks affect Egypt economy? Simon Voigts VAT multipliers and pass-through dynamics |
10.11.2016 |
Benjamin Beckers Removing the property ladder? The effects of loan-to-value limits on the housing market ---- |
17.11.2016 |
Pablo Anaya Amplification of foreign shocks in a new-keynesian small open economy: What does it take to account for the empirical evidence? Annika Schnücker Penalized estimation of panel VARs: A LASSO aproach |
24.11.2016 |
Stefan Gebauer Non-linearities in the corporate leverage and investment link: A Ppnel threshold analysis for the euro area Verena Grass The impact of QE on the top tail wealth distribution in Germany |
01.12.2016 |
Daniel Bierbaumer Time-variation in financial intermediary asset pricing: Evidence from commodity markets Simon Jurkatis A noise-robust trade classification algorithm |
08.12.2016 |
Flora Budianto When are consumption tax cuts expansionary in a liquidity trap? Robben Jessen und Johannes König Labor income risk over the life-cycle: The case of simultaneously determined wages and work hours" |
12.01.2017 |
Nils Aka Specifying autoregressive processes: A horse race of frequentist model selection methods Martin Bruns Sign restrictions in smooth transition VAR models |
19.01.2017 |
Khalid Elfayoumi Labour demand dynamics under financial constraints Tatsiana Kliatskova "Capital controls and macroprudential policies: countercyclical" |
26.01.2017 |
Catalina Martinez Forecasting with Ffctor models under missing data |
02.02.2017 |
Martin Harding The financial accelerator in a DSGE framework: assessing nonlinearities and implementing regime switches Thore Schlaak Choosing between different models for time-varying volatility |
09.02.2017 |
Sebastian Hoffmann Portfolio optimization strategies in global currency markets |