Past Time Series Econometrics Seminars

     
 

 

 

Spring 2010
Autumn 2009
Spring 2009
Autumn 2008

Back to current seminars
 

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)

 

Autumn 2009 schedule:

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)

 

Spring 2009 schedule:

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

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Autumn 2008 schedule:

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

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