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School of Economics and Finance

Past seminars

DateTimeEventVenue
12 Dec 2023 1:00 PM - 2:15 PM

Marcelo Medeiros, joint with Bayes (UIUC)

"Cost-aware portfolios in a large universe of assets"

GC305
7 Nov 2023 1:00 PM - 2:15 PM

Eric Renault (Warwick/Brown)

Efficient estimation of regression models [PDF 297KB]

GC305
24 Oct 2023 1:00 PM - 2:15 PM

Christian Wolf (MIT)

"From Policy Shocks to Counterfactuals: Extrapolating Policy Transmission" (joint with Tomas Caravello and Alisdair McKay)

GC305
17 Oct 2023 1:00 PM - 2:15 PM

Florian Huber (University of Salzberg)

"Bayesian Nonlinear Regression using Sums of Simple Functions"

GC305
10 Oct 2023 1:00 PM - 2:15 PM

Ao Wang (Warwick University)

"A BLP Demand Model of Product-Level Market Shares with Complementarity"

GC305
3 Oct 2023 1:00 PM - 2:15 PM

Patrick Gagliardini (University of Lugano)

Title : TBA

GC305
19 Sep 2023 1:00 PM - 2:15 PM

Robert (Bob) Miller (Carnegie Mellon)

"Long-term Contracts in Executive Compensation"

GC305
23 May 2023 1:00 PM - 2:15 PM

Clément de Chaisemartin (Sciences Po)

Title: tba

GC305
2 May 2023 1:00 PM - 2:15 PM

Christian Wolf (MIT)

Title: tba

GC305
28 Mar 2023 1:00 PM - 2:15 PM

Silvia Miranda-Agrippino (Bank of England)

"The Aggregate Consequences of Overreaction” (joint with A. Cesa-Bianchi)

GC305
14 Mar 2023 1:00 PM - 2:15 PM

Jeremy Fox (Rice University)

"Estimating Matching Games with Profit and Price Data"

GC305
6 Dec 2022 1:00 PM - 2:15 PM

Nail Kashaev (Western Ontario)

Peer Effects in Random Consideration Sets [PDF 326KB]

GC305
29 Nov 2022 1:00 PM - 2:15 PM

Michele Fioretti (Sciences Po)

"Saving for a Dry Day: Coal, Dams and the Energy Transition" (joint with Jorge Tamayo)

GC305
22 Nov 2022 1:00 PM - 2:15 PM

 Federico Carlini (Luiss)

Title: tba

Online
8 Nov 2022 1:00 PM - 2:15 PM

Christian Bontemps (Toulouse School of Economics)

Title: tba

GC305
1 Nov 2022 2:00 PM - 3:15 PM

Pedro Sant'Anna (Microsoft)

Title: tba

online
25 Oct 2022 1:00 PM - 2:15 PM

Valentina Corradi (Surrey)

Predictive Ability Tests with Possibly Overlapping Models

GC305
18 Oct 2022 1:00 PM - 2:15 PM

Soohun Kim (KAIST)

Title: tba

TBC
11 Oct 2022 1:00 PM - 2:15 PM

Timothy Christensen (NYU/UCL)

"Externally Valid Policy Choice"

GC305
4 Oct 2022 1:00 PM - 2:15 PM

Kenichi Nagasawa (Warwick University)

"Treatment effect estimation with noisy conditioning variables"

GC305
14 Jun 2022 1:00 PM - 2:15 PM

Yunmi Kong (Rice University)

Risk and Information in Dispute Resolution: An Empirical Study of Arbitration [PDF 362KB]

GC305
7 Jun 2022 1:00 PM - 2:15 PM

Xiaoxia Shi (Univesity of Wisconsin - Madison)

Title: TBA

Online
31 May 2022 1:00 PM - 2:15 PM

Mingli Chen (University of Warwick)

"High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing"

GC305
24 May 2022 3:00 PM - 4:15 PM

Pedro Sant'Anna (Vanderbilt)

"Conditional Treatment Effects in Difference in Differences Designs" (joint with Brantly Callaway and Xiaohong Chen).

Online
10 May 2022 1:00 PM - 2:15 PM

Andras Fulop (ESSEC Business School)

Real-Time Macro Information and Bond Return Predictability A Weighted Group Deep Learning Approach [PDF 312KB]

GC305
3 May 2022 1:00 PM - 2:15 PM

Alessandro Iaria (University of Bristol)

An Empirical Model of Quantity Discounts with Large Choice Sets [PDF 499KB]

GC305
26 Apr 2022 1:00 PM - 2:15 PM

Alexandre Belloni (Duke University)

Subvector Inference in Partially Identified Models with Many Moment Inequalities

Online
19 Apr 2022 1:00 PM - 2:15 PM

Pamela Giustinelli (Bocconi)

"SeaTE: Subjective ex ante Treatment Effect of Health on Retirement"

GC305
12 Apr 2022 5:30 PM - 6:45 PM

Arun Chandrasekhar (Stanford University)

"Effects of Caste-Based Affirmative Action in Governance on Socio-Economic Networks and Resource Provision"

Online
5 Apr 2022 1:00 PM - 2:15 PM

Guillaume Chevillon (ESSEC Business School)

We modeled long memory with just one lag [PDF 590KB]

GC305
22 Mar 2022 1:00 PM - 2:15 PM

Tatiana Komarova (LSE)

Title: TBA

GC305
15 Mar 2022 1:00 PM - 2:15 PM

Davide Pettenuzzo (Brandeis University)

"Dividend Suspensions and Cash Flows During the COVID-19 Pandemic: A Dynamic Econometric Model"

Online
8 Mar 2022 1:00 PM - 2:15 PM

Francesca Monti (Université catholique de Louvain)

Heterogeneous beliefs and the Phillips curve [PDF 1,267KB]

GC305
27 Jan 2022 4:00 PM - 5:15 PM

Gaetan Bakalli (Auburn University)

"A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia"

Online
23 Nov 2021 1:00 PM - 2:15 PM

Giuseppe Cavaliere (University of Bologna)

"Bootstrap Inference in the Presence of Bias" (joint with Sílvia Goncalves and Morten Orregaard Nielsen)

Online
16 Nov 2021 3:00 PM - 4:15 PM

Myrto Kalouptsidi (Harvard University)

"Counterfactual Analysis for Structural Dynamic Discrete Choice Models [PDF 1,196KB]" (joint with Yuichi Kitamura, Lucas Lima, and Eduardo Souza-Rodrigues)

Online
9 Nov 2021 11:00 AM - 12:15 PM

Jun Yu (Singapore Management School)

"Different Strokes for Different Folks: Long Memory and Roughness" (joint with Shuping Shi)

Online
2 Nov 2021 4:00 PM - 5:15 PM

Lorenzo Magnolfi (University of Wisconsin - Madison)

"Estimation of Games under No Regret" (joint with Niccolo Lomys and Nicola Roncoroni)

Online
26 Oct 2021 2:00 PM - 3:15 PM

Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro)

"Bridging Factor And Sparse Models [PDF 1,711KB]" (joint with Jianqing Fan and Ricardo Masini)

Online
12 Oct 2021 3:00 PM - 4:15 PM

Francesca Molinari (Cornell University)

"Information Based Inference with Set-valued Predictions or Observations [PDF 61KB]"  (joint with Hiroaki Kaido)

Online
5 Oct 2021 5:30 PM - 6:45 PM

Roger Moon (University of Southern California)

"Robust Forecasting [PDF 974KB]" (joint with Timothy Christensen and Frank Schorfheide)

Online
8 Jun 2021 4:00 PM - 5:15 PM

Markus Pelger (Stanford University)

"Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference"

Online
25 May 2021 1:00 PM - 2:15 PM

Olivier Scaillet (University of Geneva)

"A penalized two-pass regression to predict stock returns with time-varying risk premia [PDF 593KB]" (joint with Gaetan Bakalli and Stéphane Guerrier)

Online
18 May 2021 4:00 PM - 5:15 PM

Christian Matthes (Indiana University)

"Economic Theories and Macroeconomic Reality" (joint with Francesca Loria and Mu-Chun Wang)

Online
11 May 2021 4:00 PM - 5:15 PM

Carlos M Carvalho (University of Texas Austin, McCombs School of Business)

"Searching for Dusty Corners: Understanding the Prediction of the Cross Section of Returns"

Online
4 May 2021 1:00 PM - 2:15 PM

Loriano Mancini (USI)

"Portfolio choice when stock returns may disappoint: An empirical analysis based on L-moments"

Online
27 Apr 2021 1:15 PM - 2:15 PM

Christian Brownlees (Universitat Pompeu Fabra)

"Performance of Empirical Risk Minimization for Linear Regression with Dependent Data" (joint with Gudmundur Stefan Gudmundsson)

Online
20 Apr 2021 1:00 PM - 2:15 PM

Jihyun Kim (Toulouse School of Economics)

"Unit Root, Mean Reversion and Nonstationarity in Financial Time Series"

Online
30 Mar 2021 1:00 PM - 2:15 PM

Andre Lucas (VU University Amsterdam)

"Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution"

Online
23 Mar 2021 1:00 PM - 2:15 PM

Giovanni Ricco (University of Warwick)

"The Global Transmission of U.S. Monetary Policy" (joint with Ricardo Degasperi and Seokki Simon Hong)

Online
2 Feb 2021 3:00 PM - 4:15 PM

Philippe Goulet Coulombe (University of Pennsylvania)

"The Macroeconomy as a Random Forest"

Online
27 Jan 2021 11:00 AM - 12:15 PM

Pedro Souza (University of Warwick)

"Identifying Network Ties from Panel Data"

Online
26 Jan 2021 3:00 PM - 4:15 PM

Sung Hoon Choi (Rutgers University)

"Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia"

Online
21 Jan 2021 1:00 PM - 2:15 PM

Lukas Hoesch (Universitat Pompeu Fabra)

"Specification Tests Robust to Multiple Instabilities"

Online
19 Jan 2021 1:00 PM - 2:15 PM

Shuyi Ge (University of Cambridge)

"Text-Based Linkages and Local Risk Spillovers in the Equity Market"

Online
12 Jan 2021 1:00 PM - 2:15 PM

Cristina Gualdani (Toulouse School of Economics)

"Identification in discrete choice models with imperfect information"

Online
8 Dec 2020 1:00 PM - 2:15 PM

Pedro CL Souza (Warwick University)

"Security Transitions and Identifying Network Ties from Panel Data"

Online
1 Dec 2020 1:00 PM - 2:15 PM

Ivan Petrella (Warwick Business School)

"Dividend Momentum and Stock Return Predictability: A Bayesian Approach" (joint with Juan Antolin-Diaz and Juan F. Rubio-Ramirez)

Online
24 Nov 2020 4:00 PM - 5:15 PM

Ruixuan Liu (Emory University)

"Bayesian estimation and inference with generated regressors"

Online
17 Nov 2020 3:00 PM - 4:15 PM

Michele Modugno (Federal Reserve Board)

"Monetary Policy Uncertainty and Monetary Policy Surprises"

Online
27 Oct 2020 1:00 PM - 2:15 PM

Karim Chalak (University of Virginia)

"Gini-Frisch Bounds: Generalizations and Applications"

Online
20 Oct 2020 1:00 PM - 2:15 PM

Cristina Gualdani (Toulouse School of Economics)

"Identification and inference in discrete choice models with imperfect information"

Online
13 Oct 2020 1:00 PM - 2:15 PM

Robin Bruan (Bank of England)

"The importance of supply and demand for oil prices: evidence from a SVAR identified by non-Gaussianity"

Online
6 Oct 2020 1:00 PM - 2:15 PM

Christophe Gaillac (Toulouse School of Economics)

"Robust Ecological Inference with an Application to Voting Experiments"

Online
21 Feb 2020 1:00 PM - 2:15 PM

Bruno Ferman (Sao Paulo School of Economics)

"On the properties of the synthetic control estimator"

GC305
18 Feb 2020 1:00 PM - 2:30 PM

Sukjin Han (University of Texas)

"Optimal Dynamic Treatment Regimes and Partial Welfare Ordering [PDF 564KB]"

GC305
28 Jan 2020 1:00 PM - 2:30 PM

Harold Chiang (Vanderbilt University)

"Many average partial effects: with an application to text regression [PDF 660KB]"

GC305
27 Jan 2020 2:45 PM - 4:15 PM

Xuetao Shi (University of Washington)

"Testing When Parameters are Subject to Linear Inequality Constraints [PDF 797KB]"

GC305
22 Jan 2020 2:45 PM - 4:15 PM

Seok Young Hong (University of Nottingham)

"Nonparametric estimation of infinite order regression and its application to risk-return tradeoff [PDF 1,991KB]"

GC305
16 Jan 2020 1:00 PM - 2:30 PM

Martin Almuzara (CEMFI)

"Heterogeneity in Transitory Income Risk"

GC305
14 Jan 2020 1:00 PM - 2:30 PM

Simon Smith (University of Southern California)

"Break Risk [PDF 1,995KB]"

GC305
10 Dec 2019 1:00 PM - 2:15 PM

Menelaos Karanasos (Brunel University London)

"A Theory for the ARMA(infinity,q) model" (joint work with Baillie R., Paraskevopoulos A., Sibbertsen P.)

GC305
3 Dec 2019 1:00 PM - 2:15 PM

Carlos Velasco (University Carlos III de Madrid)

"Identification of possibly nonfundamental Structural VARMA models using higher order moments"

GC305
12 Nov 2019 1:00 PM - 2:15 PM

Riccardo Masolo (Bank of England)

"Ambiguity, Monetary Policy and Trend Inflation [PDF 537KB]"

 

GC305
29 Oct 2019 1:00 PM - 2:15 PM

Weining Wang (City, University of London)

"Inference of Break-Points in High-Dimensional Time Series"

GC305
15 Oct 2019 1:00 PM - 2:15 PM

Ryo Okui (Seoul National University)

"Estimation of a break point in group membership structure" (joint with Robin L. Lumsdaine and Wendun Wang)

GC305
8 Oct 2019 1:00 PM - 2:15 PM

George Kapetanios (King's College London)

"Making text count"

GC305
28 May 2019 1:00 PM - 2:15 PM

Joachim Freyberger (University of Wisconsin-Madison)

"Inference under shape restriction"

GC305
21 May 2019 1:00 PM - 2:15 PM

Ronand Gallant (Penn State University)

"Cash Flows Discounted Using a Model Free SDF Extracted under a Yield Curve Prior"

GC305
14 May 2019 1:00 PM - 2:15 PM

Yuichi Kitamura (Yale University)

"Methods for nonparametric counterfactual analysis with (or without) convex structure"

GC305
7 May 2019 1:00 PM - 2:15 PM

Majid Al Sadoon (Durham University)

"The Identification Problem for Linear Rational Expectation Models"

GC305
9 Apr 2019 1:00 PM - 2:15 PM

Jan Beran (University of Konstanz)

"On ridge estimation for strongly dependent data"

GC305
26 Mar 2019 1:00 PM - 2:15 PM

Arturas Juodis (University of Groningen)

"The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation"

GC305
19 Mar 2019 1:00 PM - 2:15 PM

Roger Koenker (UCL)

"Nonparametric maximum likelihood methods for binary response models with random coefficients"

GC305
12 Mar 2019 1:00 PM - 2:15 PM

Mingli Chen (University of Warwick)

"Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk"

GC305
11 Feb 2019 1:00 PM - 2:30 PM

Michaela Kesina (ETH)

"Estimation of models with an endogenous spatial weights matrix - transformation approaches for cross-sectional and panel data"

GC305
6 Feb 2019 1:00 PM - 2:30 PM

Wendun Wang (EUR)

"Latent Group Structures with Heterogeneous Distributions: Identification and Estimation"

GC305
27 Nov 2018 1:00 PM - 2:15 PM

Wendun Wang (Erasmus University Rotterdam)

"Heterogeneous structural breaks in panel data models" (joint with Ryo Okui)

GC305
20 Nov 2018 1:00 PM - 2:15 PM

Shin Kanaya (University of Aarhus)

"Demand and Welfare Analysis in Discrete Choice Models under Social Interactions" (joint with Debopam Bhattacharya and Pascaline Dupas)

GC305
13 Nov 2018 1:00 PM - 2:15 PM

Ivan Fernandez-Val (Boston University)

"Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK" (joint with Victor Chernozhukov and Siyi Luo)

GC305
6 Nov 2018 1:00 PM - 2:15 PM

Andrea Tamoni (London School of Economics)

"Mind the (Convergence) Gap: Forward Rates Strike Back! [PDF 787KB]"

GC305
30 Oct 2018 1:00 PM - 2:15 PM

Mingli Chen (University of Warwick)

"Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk"

GC305
16 Oct 2018 1:00 PM - 2:15 PM

Stefan Hubner (University of Oxford)

"It’s complicated: A Non–parametric Test of Preference Stability between Singles and Couples [PDF 313KB]"

GC305
9 Oct 2018 1:00 PM - 2:15 PM

Daniele Bianchi (Warwick Business School)

"Large-Scale Dynamic Predictive Regressions [PDF 1,958KB]"

GC305
29 May 2018 1:00 PM - 2:15 PM

Christiane Baumeister (University of Notre Dame)

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations [PDF 904KB] (joint with James D Hamilton)

GC305
24 Apr 2018 1:00 PM - 2:15 PM

Toru Kitagawa (UCL)

"Equality-minded treatment choice" (joint with Aleksey Tetenov)

GC305
27 Mar 2018 1:00 PM - 2:15 PM

Katerina Petrova (University of St Andrews)

"Robust Bayesian inference in the presence of distributional misspecification in VAR models"

GC305
13 Mar 2018 1:00 PM - 2:15 PM

Jean-Michel Zakoian (CREST)

"Noncausal heavy-tailed autoregressive process and the modeling of bubbles"

 

GC305
6 Mar 2018 1:00 PM - 2:15 PM

Irene Botosaru (University of Bristol)

"Binarization for panel models with fixed effects"

GC305
27 Feb 2018 1:00 PM - 2:15 PM

Benedikt Pötscher (University of Vienna)

"Controlling the Size of Autocorrelation Robust Tests" (joint with David Preinerstorfer)

GC305
14 Feb 2018 1:00 PM - 2:15 PM

Cisil Sarisoy (Northwestern University)

"Variance Dynamics in Term Structure Models"

GC305
17 Jan 2018 2:30 PM - 3:45 PM

Didier Nibbering (Erasmus University Rotterdam)

"A high-dimensional multinomial choice model with an application to holiday destinations"

 

GC305
16 Jan 2018 1:00 PM - 2:30 PM

Ekaterina Smetanina (University of Cambridge)

"Forecast Evaluation Tests - A New Approach"

GC305
12 Dec 2017 1:00 PM - 2:15 PM

Emanuele Bacchiocchi (University of Milan)

"Uncertainty across volatility regimes"

GC305
28 Nov 2017 1:00 PM - 2:15 PM

Jungyoon Lee (Royal Holloway)

"Adaptive estimation and testing in pure spatial models"

GC305
21 Nov 2017 1:00 PM - 2:15 PM

George Kapetanios (King's College)

"Topics in time varying coefficient models"

GC305
15 Nov 2017 11:30 AM - 12:30 PM

Dario Caldara (The Fed)

"Measuring Geopolitical Risk"

GC305
14 Nov 2017 1:00 PM - 2:15 PM

Christian Brownlees (University Pompeu Fabra)

"Detecting Granular Time Series in Large Panels" (joint with Geert Mesters)

GC305
31 Oct 2017 1:00 PM - 2:15 PM

Abhimanyu Gupta (University of Essex)

"Nonparametric specification testing via the trinity of tests"

GC305
24 Oct 2017 1:00 PM - 2:15 PM

Ron Smith (Birkbeck University of London)

"Tests of Policy Interventions in DSGE Models" (joint with Hashem Pesaran)

GC305
3 Oct 2017 1:00 PM - 2:15 PM

Walter Distaso (Imperial College Business School)

"Testing for jump spillovers without testing for jumps"

 

GC305
24 Nov 2016 1:00 PM - 2:15 PM

Bent Nielsen (Oxford University)
"Testing for Normality in Robust Regressions" (joint with Vanessa Berenguer Rico)

W316
24 Oct 2016 1:00 PM - 2:15 PM

Raffaella Giacomini (UCL)
"Uncertain identification" (joint with Toru Kitagawa and Alessio Volpicella)

W316
26 Sep 2016 1:00 PM - 2:15 PM Marcelo J. Moreira (Getulio Vargas Foundation)
" Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors"
W316
2 Jun 2016 1:00 PM - 2:15 PM

Dennis Kristensen (UCL)
"Bayesian Indirect Inference and the Approximate Bayesian Computation of GMM"

W316
24 Mar 2016 1:00 PM - 2:15 PM

Taisuke Otsu (LSE)
"Measurement Errors in Non/Semiparametric Econometric Problems"

W316
10 Dec 2015 1:00 PM - 2:15 PM

Mark Jensen (Federal Reserve Bank of Atlanta)
"Cross-Sectional Mutual Fund Performance"

W316
5 Nov 2015 1:00 PM - 2:15 PM

Abderrahim Taamouti (Durham University)
"Measuring Nonlinear Granger Causality in Mean"

W316
8 Oct 2015 1:00 PM - 2:15 PM

Offer Lieberman (Bar-Ilan University)
"A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing [PDF 38KB]"

W316
1 Oct 2015 1:00 PM - 2:15 PM

Hyungsik Roger Moon (University of Southern Califonia)
"Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects [PDF 548KB]"

W316
18 May 2015 1:00 PM - 2:30 PM

Barbara Rossi (University Pompeu Fabra)
"Alternative Tests for Correct Specification of
Conditional Predictive Densities
"

W316
9 Mar 2015 1:00 PM - 2:30 PM

Timo Terasvirta (Aarhus University)

"A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market"

W316
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