DIW Seminar on Macroeconomics and Financial Markets
Goal
The seminar intends to provide a platform for discussing current research in the field of macroeconomics, financial markets, and applied econometrics. The public is invited to attend. Please contact the coordinators if you want to be put on
the mailing list.
Time
Wednesday, 12.00-13.15 (Brown Bag)
Place
DIW Berlin, Mohrenstr. 58
Joan Robinson Room (3.3.002A)
(Note that the room can be subject to change.)
Hosts
Alexander Kriwoluzky, Kerstin Bernoth, Claus Michelsen, Lukas Menkhoff
Coordinators
- Summer 2019
- Winter 2018/19
- Summer 2018
- Winter 2017/18
- Summer 2017
- Winter 2016/17
- Summer 2016
- Winter 2015/16
- Summer 2015
- Winter 2014/15
- Summer 2014
- Winter 2013/14
- Summer 2013
- Winter 2012/13
- Summer 2012
- Winter 2011/12
Summer 2019
| Datum | Vortragender/ Institut | Titel |
|---|---|---|
| 10.04.2019 | Celine Poilly, University of Aix-Marseille, France | Reforms and the Real Exchange Rate: The Role of Pricing-to-Market Paper | PDF, 0.72 MB |
| 15.05.2019 | Ambiguity Attitudes about investments: Evidence from the field NBER WORKING PAPER SERIES | PDF, 1.21 MB | |
| 22.05.2019 | Prof. Dr. Philip Jung, Technische Universität Dortmund | European unemployment insurance |
| 05.06.2019 | TBA | |
| 12.06.2019 | Andrea Papadia, European University Institute | Fiscal Policy under Constraints: Fiscal Capacity and Austerity during the Great Depression |
| 19.06.2019 | Microforecasting with Individual Forecast Selection | |
| 26.06.2019 | TBA | |
| 03.07.2019 | Cédric Tille, Graduate Institute for International and Development Studies | TBA |
| 10.07.2019 | Dirk Baur, The University of Western Australia | TBA |
Winter 2018/19
| Datum | Vortragender/ Institut | Titel |
|---|---|---|
| 17.10.2018 | Jihee Kim, Korea Advanced Institute of Science and Technology | "A Schumpeterian Model of Top Income Inequality" |
| 24.10.2018 | Michael Ehrmann, European Central Bank | When and Why Can Forward Guidance De-anchor Expectations? (with Gaetano Gaballo, Peter Hoffmann and Georg Strasser) |
| 14.11.2018 !!15.00 - 16.00!! | Michele Piffer, Queen Mary University of London | Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses |
| 12.12.2018 | Raffaella Giacomini, University College London !!Seminar shifted to June 2019!! | |
| 19.12.2018 | Tarek Hassan, Boston University | Currency Manipulation |
| 16.01.2019 | Leif Anders Thorsrud, Norges Bank | "News-driven inflation expectations and information rigidities" |
| 23.01.2019 | Georgios Georgiadis, European Central Bank | Monetary Policy Spillovers, Capital Controls and Exchange Rate Regimes, and the Financial Channel of Exchange Rates |
| 05.06.2019 | TBA |
Summer 2018
| Datum | Vortragender/ Institut | Titel |
|---|---|---|
| 25.04.2018 | Ester Faia, Goethe University Frankfurt | Ambiguity Attitudes, Beliefs Formation and the Leverage Cycle |
| 16.05.2018 | Angelo Ranaldo, University of St.Gallen | Is Collateral the New King? |
| 23.05.2018 | Martin Bodenstein, FED | Employment, Wages and Optimal Monetary Policy Paper | PDF, 414.62 KB |
| 30.05.2018 | Britta Gehrke, Friedrich-Alexander-University Erlangen-Nürnberg | Financial frictions and wages |
| 06.06.2018 | Monika Merz, University of Vienna | Couples’ Time Use and Aggregate Outcomes: Evidence from a Structural Model |
| 13.06.2018 | Enzo Weber, University of Regensburg | Short-Run Pain of Labor Market Reforms in Recessions? Identifying Asymmetric Reform Effects |
| 11.07.2018 | Ethan Ilzetzki, London School of Economics | Measuring Productivity Dispersion: Lessons from Counting One-Hundred Million Ballots |
| 05.06.2019 | TBA |
Winter 2017/18
Summer 2017
Winter 2016/17
Summer 2016
Winter 2015/16
Summer 2015
Winter 2014/15
| Date | Time | Room | Speaker | Affiliation | Title |
| 15th Oct | 12-13.30 | Schmoller | Mathias Hoffman | University of Zurich | By a Silken Thread: regional banking integration and pathways to financial development in Japan's Great Recession | PDF, 375.98 KB |
| 22nd Oct | 12-13.30 | Schmoller | Oscar Pavlov | Queensland University of Technology | Product Scope and Economic Fluctuations |
| 29th Oct | 12-13.30 | Schmoller | John Lewis | Bank of England | Tailwinds from the East: How has the rising share of imports from emerging markets affected import prices? |
| 5th Nov | 12-13.30 | Schmoller | Co-Pierre Georg | University of Cape Town Graduate School of Business, Deutsche Bundesbank | A Network View on Money Market Freezes |
| 12th Nov | 12-13.30 | Schmoller | Wolfgang Kuhle | Max Planck Institute | Information Aggregation Through Stock Prices and the Cost of Capital |
| 19th Nov | 12-13.30 | Schmoller | Stefan Niemann | University of Essex | Fiscal policy, creditor composition and sovereign default |
| 26th Nov | 12-13.30 | Schmoller | Markku Lanne | University of Helsinki | Nonlinear dynamic interrelationships between real activity and stock returns |
| 3rd Dec | 12-13.30 | Schmoller | Christoph Bertsch | Sveriges Riksbank | A wake-up call theory of contagion |
| 10th Dec | 12-13.30 | Schmoller | Emanuele Bacchiocchi | University of Milan | Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy | PDF, 391.15 KB |
| 17th Dec | 12-13.30 | Schmoller | Wouter den Haan | London School of Economics | Unemployment (fears), precautionary savings and aggregate demand |
| 7th Jan | 12-13.30 | Schmoller | Hendrik Hakenes | University of Bonn | Separating trading and banking: consequences for financial stability |
| 14th Jan | 12-13.30 | Schmoller | Ludger Linnemann | TU Dortmund University | Productivity, markups, and the aggregate gross output production function |
| 21th Jan | 12-13.30 | Schmoller | Niels Haldrup | Aarhus University |
Discriminating between fractional integration and spurious long memory |
| 28th Jan | 12-13.30 | Friedensburg | Philipp Engler | Free University Berlin | Progressive Taxation and Monetary Policy in a Currency Union |
| 4th Feb | 12-13.30 | Schmoller | Massimiliano Marcellino | Bocconi University | Structural Analysis with Classical and Bayesian Large Reduced Rank VARs |
| 11th Feb | 12-13.30 | Schmoller | Helmut Herwartz | University of Göttingen | Structural modelling with independent innovations |
Summer 2014
Winter 2013/14
DateTimeRoomSpeakerAffiliationTitle
| Sept 25th | 12-13.30 | Schmoller | Katheryn Russ | University of California, Davis | Understanding Markups in the Open Economy |
| Oct 2nd | 13.30-15 | Dulles | Kartik Anand (cancelled) | Bank of Canada | The Safety of Government Bonds |
| Oct 9th | 12-13.30 | Pigou | Alexander Meyer-Gohde | Humboldt-Universität zu Berlin | Generalized Model Uncertainty and Production-Based Asset Pricing |
| Oct 16th |
12-13.30 | Schmoller | Juan J. Dolado | Universidad Carlos III de Madrid | The Effects of Global Shocks on Small Commodity-Exporting Economies: Lessons from Canada |
| Oct 23th |
12-13.30 | Dulles | --- | --- | --- |
| Oct 30th |
12-13.30 | Schmoller | Tijmen R. Dani¸ls | De Nederlandsche Bank | Funding Risk and the Increase in Collateralized Lending |
| Nov 6th |
12-13.30 | Schmoller | Reto Föllmi | Universität St. Gallen | Globalization and Productivity in the Developing World |
| Nov 13th |
12-13.30 | Schmoller | Rolf Scheufele | Schweizerische Nationalbank | Business Tendency Surveys and Macroeconomic Fluctuations |
| Nov 20th |
12-13.30 | Pigou | Philipp Engler | Freie Universität Berlin | Fiscal Devaluation in a Monetary Union |
| Nov 27th |
12-13.30 | Schmoller | Luca Fanelli | University of Bologna | Frequentist evaluation of small DSGE models |
| Dec 4th |
12-13.30 | Schmoller | Tomasz Wozniak | University of Melbourne | Variational Bayes Methods for Large Vector Autoregressions |
| Dec 11th |
12-13.30 | Schmoller | Beatriz de Blas | Universidad Autónoma de Madrid | Optimal state-contingent public-sector prices in a currency union |
| Dec 18th |
12-13.30 | Schmoller | Vladimir Kuzin | Deutsche Bundesbank | The Mittelstand Miracle: A Decade of Growth without Credit? |
| -- Christmas break -- | |||||
| Jan 8th |
12-13.30 | Schmoller | Timo Teräsvirta | CREATES Aarhus | Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications |
| Jan 15th |
12-13.30 | Schmoller | Gebhard Kirchgässner | Universität St. Gallen | Information and/or Ideology? On the Political Economy of Scientific Policy Advice |
| Jan 22nd |
12-13.30 | Schmoller | Ulrike Neyer | Universität Düsseldorf | Monetary Policy, Frictions in the Interbank Market and Aggregate Loan Supply |
| Jan 29th |
12-13.30 | Schmoller | Cédric Tille | The Graduate Institute Geneva | Currency Crises in Reverse: Do Large Real Exchange Rate Appreciations Matter for Growth? |
| Feb 5th |
12-13.30 | Schmoller | Christoph Trebesch | LMU München | ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds |
| Feb 12th |
12-13.30 | Schmoller | Sören Radde | European Central Bank (ECB) | Government bond liquidity and sovereign-bank interlinkages |
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 | Friedensburg | 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 | Pigou | 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 | Gastvortrag des neuen DIW Präsidenten Marcel Fratzscher um 17:15 Uhr an der FU Berlin (Link) | ||||
| 26th Jun | No presentation due to the GC-Workshop | ||||
| 3rd Jul | 12-13.30 | Schmoller | Harald Uhlig | University of Chicago | Measuring the dynamic effects of monetary policy shocks: a bayesian FAVAR approach with sign restriction | PDF, 2.18 MB |
| Gastbeitrag von Harald Uhlig in der FAZ: | Eine Lektion zur Europäischen Zentralbank | ||||
| 10th Jul | 12-13.30 | Schmoller | Christoph Görtz | University of Birmingham | Sector Specific News Shocks in Aggregate and Sectoral Fluctuations |
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 RoomSpeaker InstituteTitle
| 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 RoomSpeaker InstituteTitle
| 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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