Winter 2010Date | Presenter | Paper
| By Authors | Year | | 2011/03/24 | Alessia Paccagnini | Model Validation in the DSGE Approach: A Comparison of Hybrid Models | Paccagnini | 2011 | | 2011/03/03 | Anton Velinov | Analyzing the Components of Stock Prices | Velinov | 2010 | 2011/01/31 | Tomasz Woźniak | Granger causal analysis of VARMA-GARCH models | Woźniak | 2010 |
Fall 2010
Winter 2010
Date
|
Presenter
|
Paper
|
By Authors
|
Year
|
|
2010/02/04
|
Matthieu Droumaguet
|
Some
Issues in Using Sign Restrictions for Identifying Structural VARs
|
Fry, Pagan
|
2007
|
|
2010/02/11
|
Tomasz Woźniak
|
Bayesian testing of second-order causality
|
Woźniak
|
2010
|
|
2010/02/18
|
Pierre Guérin
|
Markov-switching MIDAS models
|
Guérin
|
2010
|
|
2010/02/25
|
Karol Ciszek
|
Optimal Prediction Pools
|
Geweke, Amisano
|
2009
|
|
2010/03/04
|
Wenjuan Chen
|
On the economic sources of Stock Market volatility
|
Engle, Ghyssels, Sohn
|
2008
|
|
2010/03/11
|
Michał Markun
|
The choice of prior for forecasting with Bayesian vector autoregressions
|
Markun
|
2010
|
2010/03/18 | Claudia Foroni | Exploring the International Linkages of the Euro Area: A Global VAR Analysis | Dees, Di Mauro, Pesaran, Smith | 2007 | 2010/04/22 | Anton Velinov
| Yes, the response of the US economy to energy prices is nonlinear
| Hamilton | 2009 | 2010/04/29 | Sandra
Kaplani
| The
power of long-run structural VARs
| Gust,
Vigfusson
| 2009 | 2010/05/27 | Wenjuan Chen
| Higher-Order Beliefs Among Professional Stock Market Forecasters: Some First Empirical Tests
| Rangvid, Schmeling, Schrimpf
| 2009 | 2010/06/03 | Tomasz Woźniak | On the use of non-local prior densities in Bayesian hypothesis tests
| Johnson, Rossel
| 2010 | 2010/06/10 | Anton Velinov | Analyzing the Components of Stock Prices
| Velinov | 2010 | 2010/06/15 | Claudia Foroni
| A Comparison of Mixed Frequency Models for Euro Area Macroeconomic Variables
| Foroni
| 2010 | 2010/06/15 | Karol Ciszek | A Flexible Markov Switching Model of GDP Growth
| Ciszek
| 2010 |
Fall 2009
Date
|
Presenter
|
Paper
|
By Authors
|
Year
|
2009/09/24 | Michał Markun | A subordinated stochastic process model with finite variance for speculative prices | Clark | 1973 | 2009/09/24 | Kasia Maciejowska | Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory | Maciejowska | 2009 |
2009/10/01 |
Matthieu Droumaguet |
Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models |
Kilian, Murphy |
2009 |
2009/10/08 |
Tomasz Woźniak |
Multivariate Stochastic Volatility |
Chib, Omori, Asai |
2008 |
2009/10/15 |
Anton Velinov |
Time Varying Structural Vector Autoregressions and Monetary Policy |
Primiceri |
2005 |
2009/10/22 |
Pierre Guérin |
The macroeconomy and the yield curve: a dynamic latent factor approach |
Diebold, Rudebusch, Aruoba |
2006 |
2009/11/05 | Andrei Sirchenko | Inflated ordered probit model and its applications | Sirchenko | 2009 | 2009/11/12 | Claudia Foroni | Nowcasting GDP and Inflation: The Real-Time Informational - Content of Macroeconomic Data Releases | Giannone, Small | 2008 | 2009/11/19 | Michał Markun | Noncausal vector autoregression | Lanne, Saikkonen | 2009 | 2009/12/03 | Anton Velinov | Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference | Rubio-Ramírez, Waggoner, Zha | 2008 |
2009/12/10 |
Pierre Guérin |
Forecasting Using a Large Number of Predictors. Is Bayesian Regression a Valid Alternative to Principal Components?
|
De Mol, Reichlin |
2008
|
|
|