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Research Seminar - Winter term 2022/23

Lectures

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Date
Speaker
Subject of lecture
Location
25.10.2022 4pm Rolf Tschernig (Universität Regensburg)

Determining the number of factors in fractionally integrated factor models

An abstract can be found here.

S241, WiSo-Extension Building
08.11.2022 4pm Emily Whitehouse (University of Sheffield)

Real time monitoring of bubbles and crashes

An abstract can be found here.

S241, WiSo-Extension Building
15.11.2022 4pm tba tba S241, WiSo-Extension Building
22.11.2022 4pm Timo Dimitriadis (Universität Heidelberg)

Forecast calibration, backtests, and score decompositions for Value at Risk forecasts

An abstract can be found here.

S241, WiSo-Extension Building
29.11.2022 4pm Lukas Hoesch (Universität Amsterdam)

Robust Inference in Structural VAR Models identified by Non-Gaussianity

An abstract can be found here.

S241, WiSo-Extension Building
06.12.2022 4pm Helmut Herwartz (Universität Göttingen) How certain are we about the role of uncertainty in the economy?

S243, WiSo-Extension Building

10.01.2023 4pm

Dr. Yannick Hoga (Universität Duisburg)

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

An abstract can be found here.

S241, WiSo-Extension Building