Seminar on Statistics and Econometrics

summer term 2019

This provides a forum for state-of-the-art research in empirical economics and econometric/statistical methodology. Its purpose is to disseminate and discuss the results of ongoing research. Guests are welcome to participate. To sign up for the mailing list, please contact Prof. Dr. Uwe Jensen.

Room Time
WSP7-R.414 Thursdays, 16:00-17:30


Date Speaker Title
11.04.2019 ---- ----
18.04.2019 Christian Aßmann
Bayesian model based clustering of regional labor markets
25.04.2019 Markus Heinrich
(CAU Kiel)
Does the business cycle matter for real-time forecasting? A mixed frequency threshold VAR approach
02.05.2019 Tobias Hartl
Fractional trends in unobserved components models  
09.05.2019 ---- ----
16.05.2019 ---- ----
23.05.2019 Gabriel Frahm
Statistical properties of estimators for the log-optimal portfolio
30.05.2019 ----  ----
06.06.2019 Benu Schneider What is the evidence on recovery values and efficacy of creditor committees in a sovereign debt restructuring?
13.06.2019 Uwe Hassler
Harmonically weighted processes
20.06.2019 Matei Demetrescu
(CAU Kiel)
Testing for episodic predictability in stock returns
27.06.2019 Patrick Nüß
(CAU Kiel) 
Firms resistance to unionism and its determinants: evidence from a field experiment
04.07.2019 Richard Schnorrenberger
(CAU Kiel)  
Bond portfolio optimization in unstable environments: a dynamic Nelson-Siegel approach with multivariate Wishart stochastic volatility
11.07.2019 ---- ----