New Frontiers in Empirical Macro-Finance
Date: 11 December 2025
Time: 13:00–18:00
Location: UCD Michael Smurfit Graduate Business School, University College Dublin, Room N203
Organizer: Alessia Paccagnini
Format: In-Person and Zoom
Zoom registration: https://ucd-ie.zoom.us/meeting/register/yMQmra_tQAOhHpL9DcWBcQ
Support: University College Dublin Banking and Finance and Centre for Financial Markets
Welcome remarks – Alessia Paccagnini (University College Dublin)
Nonlinear Autoregressive Models for Functional Time Series with Bayesian Additive Regression Trees
Presenter: Eoghan O’Neill (University College Dublin)
Co-authors: Jiahao Cao (University of Texas Health Science Center at Houston), Maria Grith (Neoma Business School)
Anastasija Tetereva (Erasmus University Rotterdam), Guanyu Hu (The University of Texas Health Science Center at Houston)
Discussant: Luiza Piancastelli (University College Dublin)
Investigating the Impact of Climate-Related Risks: A Regime-Switching Analysis of Bond Market Dynamics and Inflation Expectations
Presenter: Lisa Sheenan (University College Dublin)
Co-authors: Armin Aminian & Rafael Kothe (University of Bamberg)
Discussant: Haoran Wu (University College Dublin)
Spectral climate risk
Presenter: Fabio Parla (University of Palermo)
Co-authors: Andrea Cipollini, Iolanda Lo Cascio (University of Palermo)
Discussant: Adrian Fernandez-Perez (University College Dublin)
Coffee break
Too clever for their own good? Financial literacy and portfolio performance of 2.5 million investors
Presenter: Siqi Liu (University College Dublin)
Co-authors: Gareth Campbell (Queen’s University Belfast), Oscar Stålnacke (Umeå University)
Discussant: Maria Elena Filippin (Central Bank of Ireland)
Federal Reserve Chair Emotions in Communications: Does the Narrator Matter?
Presenter: Juan Arismendi Zambrano (University College Dublin)
Co-author: Alessia Paccagnini (University College Dublin)
Discussant: Constantin Bürgi (University College Dublin)
What makes monetary policy more powerful? A Big Data Approach
Presenter: Dilan Aydin Yakut (Central Bank of Ireland)
Co-authors: David Byrne and Robert Goodhead (Central Bank of Ireland)
Discussant: Alessia Paccagnini (University College Dublin)
Structure of each slot:
• 25 minutes – Presentation
• 10 minutes – Discussant comments
• 5 minutes – General Q&A
Total per paper: 40 minutes