- October 7 -Canceled
Robert Taylor (Essex University)
“TBA” -
October 21 -Canceled
Domenico Giannone (Luiss University and Federal Reserve Bank of New York)
“TBA” -
November 11-Please note room: 20.233
Marco Lippi (EIEF)
“Three dynamic factor models: forecasting US monthly macroeconomic series” -
November 18-Canceled
Gianni Amisano (ECB)
“TBA” -
November 25 -Please note room: 40.039
Siem-Jan Koopman (Vrije University)
“Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models” (Joint with F. Blasques and M. Mallee) -
December 12-13
EC2 Conference. Invited speakers: Luc Bauwens, Graham Elliott, James Stock, Allan Timmermann, Herman van Dijk, Mark Watson and Jonathan Wright. Link: http://www.econ.upf.edu/~brossi/2014_EC2.htm
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March 3 -Please note room: 40.039
Gergely Ganics (UPF) (Internal Econometrics Phd Seminar)
“Research progress report” -
March 13 -Please note room: 20.237, Time: 15.30 until 18.00 and Day: Friday
Yoosoon Chang and Joon Park (Indiana University)
“Time series analysis of cross-sectional distributions with common stochastic trends” (Joint with C. Kim and J. Park) “Understanding regressions with observations collected at high frequency over long span” (Joint with Y. Chang) -
March 17 -Please note room: 20.137—CANCELED–
Anders Rahbek (University of Copenhagen)
“Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)” (Joint with A. Agosto, G. Cavaliere and D. Kristensen) -
March 24 -Please note room: 40.039
Marc Hallin (Université libre de Bruxelles)
“Generalized Dynamic Factor Models and Volatilities Recovering the Market Volatility Shocks” (Joint with M. Barigozzi) -
April 17 -Please note different day: Friday Room: 40.039
Patrik Guggenberger (Penn State University)
“Identification- and Singularity-Robust Inference for Moment Condition Models” (Joint with D. W. K. Andrews) -
April 21-Please note room: 20.287
Francesco Ravazzolo (Norges Bank)
“Commodity Future Markets and Forecasting Commodity Currency” (Joint with T. Sveen and S.K. Zahiri) -
April 28-Please note room: 20.287
Ferre de Graeve (Riksbank)
“Assessing VARs with Time-varying Parameters and Stochastic Volatility” -
May 5 -Please note room: 20.287
Herman van Dijk (Erasmus University Rotterdam)
“Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance” (Joint with R. Casarin, S. Grassi and F. Ravazzolo) -
May 11 -Please note room: 20.237 time: 15.30 and day: Monday
Eleonora Granziera (Bank of Canada)
“House Price Dynamics: Fundamentals and Expectations” (Joint with S. Kozicki) -
May 12 -Please note room: 40.147
Sir David Hendry (Oxford)
“Statistical Model Selection with ‘Big Data” (Joint with J. A. Doornik) -
June 8-9
Barcelona GSE Summer Forum in Time Series
Invited speakers: Manfred Deistler, Oliver Linton and Lucrezia Reichlin