The list of the seminars for 2025 are given below:
Friday 21 March, 10:00 - 11:00 - Ines Wilms (Department of Quantitative Economics, Maastricht University) - Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (paper) (slides) (recording)
Friday 25 April, - There will be no seminar due to the São Paulo School of Advanced Science in High-Dimensional Modeling. (see the programme here)
Friday 23 May, 10:00 - 11:00 - Manfred Deistler (Vienna UT and WU Vienna) - High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research (paper) (slides) (recording)
Friday 20 June, 10:00 - 11:00 - Igor Ferreira Batista Martins ( Orebro University) - Stochastic Dynamic Correlations with Exogenous Shifts: Connecting Macroeconomic Events and Financial Risk (paper) (slides) (recording)
Friday 22 August, 10:00 - 11:00 - Hedibert Lopes (INSPER) - MCMC and particle filtering for dynamic INAR Processes (paper) (slides) (recording)
Friday 19 September, 12:00-13:00 Massimiliano Marcellino (Bocconi University) - The Distributional Effects of Economic Uncertainty (paper) (slides) (recording).
Friday 24 October, 10:00 - 11:00 - Eric Hillebrand (Department of Economics and Business Economics, Aarhus University Denmark) - Continuous-time state-space methods for δ18O and δ13C (paper) (slides) (recording).
Friday 21 November. 10:00-11:00 Eric Ghysels (UNC Kenan-Flagler Business School) - TBA