DIW Seminar on Macroeconomics and Econometrics
Time
Wednesday, 12.00-13.30 (Brown Bag)
(The room is subject to variation)
- Gustav SCHMOLLER-Room (1.2.026)
- Artur Cecil PIGOU-Room (1.2.027)
The seminar intends to provide a platform for discussing current research in the field of
macroeconomics and econometrics. The public is invited to attend.
Hosts: Helmut Lütkepohl, Ferdinand Fichtner, Kerstin Bernoth
Coordinator: Christoph Große Steffen (cgrossesteffen@diw.de), Maximilian Podstawski (mpodstawski@diw.de)
Summer 2013
| Date | Time | Room | Speaker | Affiliation | Title |
| 10th Apr | 12-13.30 | Pigou | Michael Evers | Universität Bonn | Solving nonlinear rational expectations models by approximating the stochastic equilibrium system |
| 17th Apr | 12-13.30 | Schmoller | Sandra Eickmeier | Deutsche Bundesbank | Time variation in macro-financial linkages |
| 24th Apr | 12-13.30 | Schmoller | Wei Cui | Princeton University | Search-based endogenous liquidity |
| 1st May | -- | -- | -- | -- | -- |
| 8th May | 12-13.30 | Schmoller | Beatrice Farkas | DIW Berlin | Appropriate technology, human capital, and development accounting |
| 15th May | 12-13.30 | Schmoller | Lutz Kilian | University of Michigan | Inference on impulse response functions in structural VAR models |
| 22th May | 12-13.30 | Schmoller | Lukas Menkhoff | Universität Hannover | Currency risk premia and macro fundamentals |
| 29th May | 12-13.30 | Schmoller | Katarina Juselius | University of Copenhagen | Balance sheet recessions and time-varying coefficients in a Phillips curve relationship: An application to Finnish data |
| 5th June | 12-13.30 | Schmoller | Christian von Weizsäcker | MPI for Research on Collective Goods | The end of capital scarcity: macro-economic consequences |
| 12th Jun | Begrüßungsvortrag für Bundesbank-Gastprofessor Dirk Krüger (University of Pennsylvania) 12-14h an der FU Berlin (Link) | ||||
| 19th Jun | 12-13.30 | Schmoller | Beatriz de Blas | Universidad Autónoma de Madrid | tbd |
| 26th Jun | No presentation due to the GC-Workshop | ||||
| 3rd Jul | 12-13.30 | Schmoller | Harald Uhlig | University of Chicago | tbd |
| 10th Jul | 12-13.30 | Schmoller | Christoph Görtz | University of Birmingham | tbd |
Winter 2012/13
| Date | Time | Room | Speaker | Institute | Title |
|---|---|---|---|---|---|
| Oct 17th | 12-13.30 | Schmoller | Søren Johansen | University of Copenhagen | Likelihood inference for a fractionally cointegrated vector autoregressive model |
| Oct 31st | 12-13.30 | Schmoller | Anna Staszewska-Bystrova | Universität Lodz | A simple method for constructing joint confidence bands for impulse response functions |
| Nov 7th | 12-13.30 | Friedensburg | Florian Buck | LMU München | The regulator's trade-off: Bank supervision vs. minimum capital |
| Nov 21st | 12-13.30 | Schmoller | Pentti Saikkonen | University of Helsinki | A Gaussian mixture autoregressive model for univariate time series |
| Nov 28th | 12-13.30 | Schmoller | Wilko Bolt | De Nederlandsche Bank | A frontier measure of US banking competition |
| Dec 5th | 12-13.30 | Schmoller | Jin Cao | Norges Bank | Central banking and financial stability |
| -- Christmas break -- | |||||
| Jan 9th | 13.30-15.00 | Schmoller | Katharina Pijnenburg | DIW Berlin | The spatial dimension of U.S. house price developments |
| Jan 16th | 12-13.30 | Schmoller | Jörg Breitung | Universität Bonn | Forecasting inflation rates using daily data: A nonparametric MIDAS approach |
| Jan 23rd | 12-13.30 | Schmoller | Peter Tillmann | Universität Giessen | The changing dynamics of US inflation persistence: A quantile regression approach |
| Jan 30th | 12-13.30 | Schmoller | Gernot Müller | Universität Bonn | Can fiscal austerity be self-defeating? |
| Feb 6th | 12-13.30 | Schmoller | Adam Gulan | Bank of Finland | Interest rates and business cycles in emerging economies: The role of financial frictions |
| Feb 13th | 12-13.30 | Schmoller | Markku Lanne | University of Helsinki | Testing for linear and nonlinear predictability of stock returns |
Summer 2012
| Date | Time | Room | Speaker | Institute | Title |
|---|---|---|---|---|---|
| April 12th | 10.15-11.45 | Dulles | Oscar Jorda | UC Davis | When credit bites back: Leverage, business cycles, and crises |
| April 26th | 12.15-13.45 | 4.3.014 | Kerstin Bernoth | DIW Berlin | Futures premium regressions and a latent factor day by day |
| May 3rd | 12.15-13.45 | Friedensburg | Philipp König | TU Berlin | Target2 and the European sovereign debt crisis |
| June 7th | 12.15-13.45 | Pigou | Imke Brüggemann-Borck | DIW Berlin | IMM - Internationales Makroökonomisches Modell |
| June 14th | 12.15-13.45 | Friedensburg | Boriss Siliverstovs | KOF ETH | Keeping a finger on the pulse of the economy: Nowcasting Swiss GDP in real-time squared |
| June 22nd | 12.15-13.45 | Pigou | Christoph Thoenissen | Victoria University of Wellington | Financial frictions and the role of investment specific technology shocks in the business cycle |
| July 5th | 13.15-14.45 | Friedensburg | Hendrik Hagedorn | DIW Berlin | An agent-based model of Austrian economics |
| July 19th | 12.15-13.45 | Friedensburg | Christoffer Koch | Federal Reserve Bank of Dallas | Quantifying the effects of deposit deregulation on monetary policy transmission on credit: Bank level evidence from half a century |
Winter 2011/12
| Date | Time | Room | Speaker | Institute | Title |
|---|---|---|---|---|---|
| 18.10 | 15.00-16.30 | Friedensburg | Paul Viefers | DIW Berlin | Bayesian Inference for the Mixed-Frequency VAR Model |
| 02.11 | 12.15-13.45 | Friedensburg | Julian Schumacher | Hertie School of Governance | Sovereign Risk and Secondary Market Liquidity |
| 16.11 | 12.15-13.45 | Friedensburg | Marlene Karl | DIW Berlin | The Risk-Taking Channel of Monetary Policy: Evidence from US Commercial Banks |
| 23.11 | 12.15-13.45 | Friedensburg | Christoph Große Steffen | DIW Berlin | Business Cycles and Financial Intermediation in Emerging Economies |
| 30.11 | 12.15-13.45 | Friedensburg | Sören Radde | DIW Berlin | Liquidity, Banking, and Macroeconomic Fluctuations |
| 14.12 | 13.15-14.45 | Friedensburg | Hendrik Hagedorn | DIW Berlin | An Agent-Based and Accounting-Based Approach to Austrian Macroeconomics |
| ----------------------------------------- Christmas holidays ----------------------------------------------- | |||||
| 19.01 | 13.00-14.30 | Schumpeter | John Lewis | Bank of England | How have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility? |
| 01.03 | 12.15-13.45 | Friedensburg | Svetlana Ledyaeva | Aalto University School of Economics | Round-trip versus genuine foreign investment in Russia |
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