Time Series Econometrics Seminar

     
 

 

 

The seminar takes place on Mondays from 13.00 to 14.00 in seminar room 2, Economicum building (ground floor), Arkadiankatu 7.

Occasionally the seminar will meet on some other date, time and/or place. Those occasions will be clearly notified in the programme.

Spring 2010 schedule:

Date Speaker Title
January 25 Antti Ripatti (Bank of Finland) Non-Causal Inflation (with Martin Ellison, Markku Lanne and Pentti Saikkonen)
February 15 Henri Nyberg (University of Helsinki and HECER) QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock
Returns and Business Cycles
March 8 Lucia Alessi (European Central Bank) Nonfundamentalness and Identification in
Structural Econometric Models: A Review (with Matteo Barigozzi and Marco Capasso)
March 29 No seminar  
April 19 Matthijs Lof
(University of Helsinki and HECER)		 Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions
May 10 Christian Kascha (Central Bank of Norway) Business Cycle
Analysis and VARMA Models (with Karel Mertens)
June 28 Cem Cakmali (Erasmus
University Rotterdam)		 Modeling and Estimation of the Sychronization in Multivariate Regime-Switching Models (with Richard Paap and Dick van Dijk)

Past seminars

For more information, please contact any of the seminar organizers:

Professor Pentti Saikkonen, pentti.saikkonen[at]helsinki.fi
Professor Markku Lanne, markku.lanne[at]helsinki.fi

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