Welcome to the Applied Econometrics for Macroeconomics Workshop

For registration, please send an email to: appliedeconometricsformacro@gmail.com

Saturday, June 4, 2022

Time: 4.00 pm - 7.00 pm (CET)

4.00 pm: Emergence of Subprime Lending in Minority Neighborhoods

Egle Jakučionytè (Bank of Lithuania and Vilnius University)

Swapnil Singh (Bank of Lithuania and Kaunas University ˙ of Technology)

4.45 pm: Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty

Florian Huber (University of Salzburg)

Niko Hauzenberger (University of Salzburg)

Massimiliano Marcellino (Bocconi University)

Nico Petz (University of Salzburg and Oesterreichische Nationalbank)

5.15pm: Break/Discussion Time

5.30 pm: Fiscal non-linearities induced by an informative real-financial economic cycle

André Casalis (Central Bank of Slovakia)

6.00 pm: Break/Discussion Time

6.15 pm: State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations

Sarah Zubairy (Texas A&M University)

Yoon J. Jo (Texas A&M University)