The list of the seminars for 2024 are given below:
Friday 15 March, 11:00-12:00 - Marcelo C. Medeiros (Jorge Paulo Lemann Professor of Economics – UIUC): Cost-aware Portfolios in a Large Universe of Assets (slides) (recording)
Friday 26 April, 11:00-12:00 - Esther Ruiz (Universidad Carlos III - Madrid): Expecting the unexpected: scenarios for stressed economic growth. (slides) (recording)
Friday 24 May, 10:00-11:00 - Danielle Bianchi (Queen Mary College, UK): Dynamic Variables selection in high-dimensional predictive regressions (slides) (recording) (paper)
Friday 28 June, 10:00-11:00 - André Portela Santos (CUNEF Universidad, Spain): Forecasting the yield curve: the role of additional and time-varying decay parameters, conditional heteroscedasticity, and macro-economic factors (slides) (recording) (paper)
Friday 23 August, 10:00-11:00 - Christian Brownlees (Universitat Pompeu Fabra, Spain): How to bet on winners (slides) (recording)
Friday 20 September, 10:00-11:00 - Alexandre Rubesam (IESEG, France): It takes two to tango: Economic Theory and Model Uncertainty for Equity Premium Prediction (slides) (recording) (paper)
Friday 18 October, 10:00-11:00 - Matteo Barigozzi (Department of Economics, Universitá di Bologna) Tail-robust factor modelling of vector and tensor time series in high dimenions. (slides) (recording) (paper)
Friday 23 November, 10:00-11:00 - Maddalena Cavicchioli University of Modena and Reggio Emilia, Italy) Topics in Markov switching vector autoregressive models: statistical inference and applications (slides) (recording)