|
Date |
Speaker |
Title |
| September
12 |
Mika Meitz (Koç University) |
Maximum Likelihood Estimation of a
Noninvertible ARMA Model with Autoregressive Conditional
Heteroskedasticity (with Pentti
Saikkonen) |
| October 3 |
Juha Itkonen (University of Helsinki) |
Causal Misspecifications in Econometric Models |
| October 24 |
Matthijs Lof (University of Helsinki) |
Noncausality and Asset Pricing |
| November 14 |
Jani Luoto (University of Helsinki) |
Autoregression-Based Estimation of the New
Keynesian Phillips Curve (with Markku Lanne) |
December
12
in the seminar room 2 |
Agnieszka Jach (Universidad Carlos III de
Madrid) |
Subsampling inference for the autocovariances of
long-memory heavy-tailed time series (joint with Tucker McElroy)
abstract |
|
Date |
Speaker |
Title |
| January
31 |
Tuomas Malinen (University of Helsinki) |
Inequality and Savings: A Reassessment of the
Relationship in Cointegrated Panels |
| March 14 |
Christian Matthes (Universitat Pompeu Fabra) |
Figuring Out the Fed - Beliefs about
Policymakers and Gains from Transparency |
| April 4 |
Daniel Preve (Uppsala universitet) |
Estimation of Time Varying Adjusted PIN and PSOS
Using High-Frequency Transaction Data (with Tse Yiu Kuen) |
| May 9 |
Marko Melolinna (Bank of Finland) |
Oil Shocks in a Sign-Restricted VAR |
| May 23 |
Katja Ahoniemi (Aalto University) |
Flow Sensitivity of Hedge Fund Returns (with
Petri Jylhä) |
|
Date |
Speaker |
Title |
| September 27 |
Henri
Nyberg (University of Helsinki) |
Forecasting U.S. Macroeconomic
and Financial Time Series with Noncausal and Causal AR Models: A
Comparison (with Markku
Lanne and Erkka Saarinen) |
| October 18 |
Faiz Alsuhail (Statistics Finland) |
Testing for Cointegration Rank of
a Nonlinear Time Series Process Under Misspecification |
| November 8 |
Niklas Ahlgren (Hanken School of Economics) |
Tests for Abnormal Returns under Weak Dependence
(with Jan Antell) |
| November 29 |
Leena Kalliovirta (University of
Helsinki) |
Comparison of Different
Misspecification Tests Designed for Nonlinear Time Series Models |
|
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) |
|
Date |
Speaker |
Title |
| October 5 |
Markku Lanne (University of Helsinki and HECER) |
Noncausal Vector Autoregression (with Pentti Saikkonen) |
| October 26 |
Heikki Kauppi (University of Turku) |
Yield-Curve Based Probit Models
for Forecasting U.S. Recessions: Stability and Dynamics |
| November 16 |
Tommi Vuorenmaa (University of Helsinki and HECER) |
Liquidity, Activity, and
Dependence on Interlinked Trading Venues |
| December 7 |
Jani Luoto (University of Helsinki and HECER) |
Bayesian Model Selection and Forecasting in
Noncausal Autoregressive Models (with Markku Lanne and
Arto Luoma) |
|
Date |
Speaker |
Title |
|
January 12 |
Sophocles Mavroeidis (Brown University) |
Weak instrument robust tests in GMM and in the new Keynesian
Phillips curve (co-author Frank Kleibergen) |
January 28
N.B.! Wednesday from 12-14 |
Pär
Stockhammar (Stockholm University) and Lars-Erik Öller (Stockholm University) |
On the
Probability Distribution of Economic Growth (co-author
Lars-Erik Öller) |
| February 9 |
Valtteri Ahti (University of
Helsinki and HECER) |
VAR Forecasting of Nickel Spot Prices |
| February 23 |
Henri Nyberg (University of
Helsinki & HECER) |
A Bivariate Autoregressive
Probit
Model: Predicting U.S. Business and Growth Rate Cycle Recessions |
| March 9 |
Mikael Juselius
(University of Helsinki & HECER) |
Testing
Steady State Predictions
of Linear Rational Expectations Models when Data Are Difference
Stationary |
| March 23 |
Efrem Castelnuovo (University of
Padua) |
Investigating Post-WWII U.S. Macroeconomic
Dynamics with Multiple Filters |
| April 6 |
Helinä Laakkonen
(University of Helsinki & HECER) |
The Relevance of Accuracy in
the
Impact of Macro News on Volatility |
|
Date |
Speaker |
Title |
|
September 22 |
Markku Lanne (University of Helsinki and HECER) |
Modeling
Expectations with Noncausal Autoregressions
(co-author Pentti Saikkonen) |
| October 6 |
Jani Luoto
(University of Jyväskylä) |
A Naïve
Sticky-Information Model of Houselholds' Inflation Expectations
(co-author Markku Lanne) |
| October 20 |
Stanislav Anatolyev (New Economic School,
Moscow) |
Sequential Testing with
Uniformly Distributed Size
(co-author Grigory Kosenok) |
| November 3 |
Anders Rygh Swensen (University of Oslo) |
Exact
rational expectations and reduced rank vector autoregressive (VAR)
models |
| November 17 |
Katja Ahoniemi (Helsinki School of Economics and
HECER) |
Implied Volatility with Time-Varying Regime
Probabilities (co-author Markku Lanne) |
| December 8 |
Henri Nyberg (University of
Helsinki and HECER) |
Testing
the Autoregressive Model Structure in Binary Time Series Models |
