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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

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


Ahmed Hanoma

How do home and foreign monetary policy shocks affect Egypt economy?

Simon Voigts

VAT multipliers and pass-through dynamics


Benjamin Beckers

Removing the property ladder? The effects of loan-to-value limits on the housing market



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


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


Daniel Bierbaumer

Time-variation in financial intermediary asset pricing: Evidence from commodity markets

Simon Jurkatis

A noise-robust trade classification algorithm


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"


Nils Aka

Specifying autoregressive processes: A horse race of frequentist model selection methods

Martin Bruns

Sign restrictions in smooth transition VAR models


Khalid Elfayoumi

Labour demand dynamics under financial constraints

Tatsiana Kliatskova

"Capital controls and macroprudential policies: countercyclical"


Catalina Martinez

Forecasting with Ffctor models under missing data


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


Sebastian Hoffmann

Portfolio optimization strategies in global currency markets


Graduate Center of DIW Berlin
Joint Master's Program in Statistics