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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

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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

 

fu:stat
BDPEMS
Graduate Center of DIW Berlin
Joint Master's Program in Statistics