Past seminars
Date | Event |
---|---|
10 Nov 2020 |
Stefano Fasani (QMUL) "Unemployment, Firm Dynamics, and the Business Cycle" |
29 Sep 2020 |
Chuanping Sun (QMUL - PhD Student) "Dissecting the factor zoo: correlation-robust machine learning approach" |
10 Mar 2020 |
Chuanping Sun (QMUL - PhD Student) "On the Inference of the Ordered-Weighted-LASSO estimator and An Application on Factor Investing" |
19 Nov 2019 |
Sofia Maria Velasco (QMUL - Phd Student) "Unobserved components models with stochastic volatility for extracting trends and cycles in credit" |
28 Oct 2019 |
Alessio Volpicella (QMUL - PhD Student) SVARs Identification through Bounds on the Forecast Error Variance |
22 Oct 2019 |
Alessio Volpicella (QMUL - PhD Student) "SVARs Identification through Bounds on the Forecast Error Variance" |
1 Oct 2019 |
Jayeeta Bhattacharya (QMUL - PhD Student) "Quantile regression with generated dependent variables and covariates [PDF 496KB]" |
5 Mar 2019 |
Vlad Skovorodov (QMUL) "Effects of unconventional monetary policy on disaggregate Euro Area consumer inflation expectations" |
11 Dec 2018 |
Chuanping Sun (QMUL - PhD Student) "Portfolio selection with machine learning: sparsity, correlation and constraints" |
4 Dec 2018 |
Alessio Volpicella (QMUL - PhD Student) “Robust Shrinkage for Set-Identified SVARs” |
23 Oct 2018 |
Stepana Lazarova (QMUL) "A Unified Framework for the Estimation and Inference in Linear Quantile Regression: A Local Polynomial Approach" (joint work with Yanqin Fan and Emmanuel Guerre) |
2 Oct 2018 |
Liudas Giraitis (QMUL) "Inference on Time Series with Changing Mean and Variance" (joint work with V Dalla and PM Robinson) |
15 May 2018 |
Haroon Mumtaz (QMUL) "The Federal Reserve's implicit inflation target and Macroeconomic dynamics. A SVAR analysis" (joint with K Theodoridis) |
1 May 2018 |
Michele Piffer (QMUL) "Bayesian Structural VAR models: an extended approach" |
10 Apr 2018 |
Chuanping Sun (QMUL - PhD Student) "Regularising the factor zoo using OWL" |
5 Dec 2017 |
Fabio Calonaci (QMUL - PhD Student) "Multi Step Non-Parametric Estimation method in Asset Pricing" |
17 Oct 2017 |
Liudas Giraitis (QMUL) "Estimation of time varying covariance matrices for large datasets" (joint with Yiannis Dendramis and George Kapetanios) |
10 Oct 2017 |
Alessio Volpicella (QMUL - PhD Student) "Prior Tightness for Set-Identified Structural Vector Autoregressions" |
28 Feb 2017 |
Ioannis Kasparis (University of Cyprus) |
13 Dec 2016 |
Steve Pischke (LSE) |
6 Dec 2016 |
Matteo Barigozzi (LSE) |
29 Nov 2016 |
Yulia Gel (University of Waterloo, University of Texas at Dallas) |
22 Nov 2016 |
Yiannis Karavias (University of Birmingham) |
15 Nov 2016 |
Violetta Dalla (University of Athens) |
1 Nov 2016 |
Anders Bredal (Aarhus University) |
25 Oct 2016 |
Liudas Giraitis (QMUL) |
18 Oct 2016 |
George Kapetanios (Kings College) |
11 Oct 2016 |
Carina Gerstenberger (QMUL, University of Bochum) |
4 Oct 2016 |
Marcelo Fernandes (QMUL) |
24 May 2016 |
Daniel Vogel (University of Aberdeen) |
17 May 2016 |
Yuya Sasaki (Johns Hopkins University) |
10 May 2016 |
Bertille Antoine (Simon Fraser University) |
26 Apr 2016 |
Francesc Ortega (Queens College CUNY) |
30 Mar 2016 |
PhD students (Finance) |
29 Mar 2016 |
Richard Baillie (QMUL) |
22 Mar 2016 |
Kostas Theodoridis (Bank of England) |
15 Mar 2016 |
Konrad Menzel (New York University) |
8 Mar 2016 |
Katerina Petrova (QMUL) |
1 Mar 2016 |
Martin Weale (QMUL) |
16 Feb 2016 |
Marcelo Fernandes (QMUL) |
15 Dec 2015 |
Vasilis Sarafidis (Monash University) |
8 Dec 2015 |
Jeff Yao (University of Hong Kong) |
1 Dec 2015 |
Stepana Lazarova (QMUL) |
24 Nov 2015 |
Peter Malec (Cambridge University) |
3 Nov 2015 |
Elise Gourier (QMUL) |
27 Oct 2015 |
Zeyyad Madalinci (QMUL) |
20 Oct 2015 |
George Kapetanios (QMUL) |
13 Oct 2015 |
Michele Modugno (Board of Governors of the Federal Reserve System) |
16 Jun 2015 |
James Lothian (Fordham University) |
9 Jun 2015 |
Murad S Taqqu (Boston University) "Spatial Contagion in Financial Markets" |
26 May 2015 |
Richard Baillie (QMUL) |
31 Mar 2015 |
Yoosoon Chang (Indiana University) |
10 Mar 2015 |
Natalia Bailey (QMUL) "A multiple testing approach to the regularisation of large sample correlation matrices" |
3 Mar 2015 |
Niels Haldrup (Aarhus University) "Discriminating between fractional integration and spurious long memory" |
17 Feb 2015 |
Zeyyad Mandalinci (QMUL) |
13 Jan 2015 |
Stella Hadjiantoni (QMUL) |
9 Dec 2014 |
James Brugler (University of Cambridge) |
2 Dec 2014 |
Giovanni Pellegrino (University of Verona) |
25 Nov 2014 |
Martin Weale (QMUL) |
18 Nov 2014 |
Yungyoon Lee (New College of the Humanities) |
11 Nov 2014 |
Tang Srisuma (University of Surrey) |
28 Oct 2014 |
Nam-Hyun Kim (University of Konstanz) |
21 Oct 2014 |
Leone Leonida (QMUL) |
14 Oct 2014 |
Marcia Shafgans (LSE) "Inference and homogeneity in large dynamic panels with strong cross sectional dependence." |
7 Oct 2014 |
Haroon Mumtaz (QMUL) |
30 Sep 2014 |
George Kapetanios (QMUL) |
23 Sep 2014 |
Liudas Giraitis (QMUL) |
25 Mar 2014 |
Joao M.C. Santos Silva (Essex) Title: TBA |
18 Mar 2014 |
Stella Hadjiantoni (QMUL) "Strategies for estimating systems of large-scale simultaneous equations models." |
11 Mar 2014 |
Mohaimen Mansur (QMUL) "Forecasting under structural change and long memory noise." |