Team

Anton Velinov, Ph.D.

Anton Velinov, Ph.D.
Role
Research Associate
GC
Graduate Center

    Publications at DIW Berlin

    Diskussionspapiere/ Discussion Papers (2016)

    The State Dependent Impact of Bank Exposure on Sovereign Risk

    Maximilian Podstawski, Anton Velinov
    Aufsätze referiert extern - ISI (2 / 2016)

    Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions via Heteroskedasticity

    Helmut Lütkepohl, Anton Velinov
    Aufsätze referiert extern - ISI (2015)

    Do Stock Prices Reflect Their Fundamentals? New Evidence in the Aftermath of the Financial Crisis

    Anton Velinov, Wenjuan Chen
    Diskussionspapiere/ Discussion Papers (2014)

    Are There Bubbles in Stock Prices?: Testing for Fundamental Shocks

    Anton Velinov, Wenjuan Chen

    Lectures at DIW Berlin

  • Vortrag Alternative Geld- und Finanzarchitekturen : Jahrestagung 2017 des Vereins für Socialpolitik
    Wien, Österreich, 03.09.2017 - 06.09.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag Effects of Taxation : Annual Meeting of the Austrian Economic Association (NOeG 2017)
    Linz, Österreich, 26.05.2017 - 27.05.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag 9th Nordic Econometric Meeting
    Tartu, Estland, 24.05.2017 - 27.05.2017

    Nonlinear Intermediary Asset Pricing in the Oil Futures Market
    Daniel Bierbaumer, Malte Rieth, Anton Velinov

  • Vortrag Demographischer Wandel : Jahrestagung 2016 des Vereins für Socialpolitik
    Augsburg, 04.09.2016 - 07.09.2016

    On the Importance of Testing Structural Identification Schemes and the Potential Consequences of Incorrectly Identified Models
    Anton Velinov

  • Vortrag IAAE 2016 Annual Conference
    Mailand, Italien, 22.06.2016 - 25.06.2016

    On the Importance of Testing Structural Identification Schemes and the Potential Consequences of Incorrectly Identified Models
    Anton Velinov

  • CV - Short Version

    Anton started working at the DIW from the beginning of 2013. Before that he did his Ph.D. study at the European University Institute (EUI) in Florence, Italy. His field of interest is in econometrics, with an emphasis on time series analysis. At the EUI his supervisor was Prof. Dr. Helmut Luetkepohl. For his thesis Anton uses nonlinear multivariate and univariate time series models allowing for regime switches according to a Markov process. He investigates fundamental and non-fundamental components of stock prices and sustainability of public debt.

    His personal page: http://anton-velinov.ml/