The Granger Centre for Time Series Econometrics
The Granger Centre for Time Series Econometrics

Seminars 2019/2020

 

 

Previous 2019/20 seminars

Elia Lapenta (Toulouse School of Economics)

Date
03 October 2019
Description
A specification test for semiparametric models with generated covariates

Otilia Boldea (Tilburg University)

Date
10 October 2019
Description
Bootstrapping structural change tests (C43, SCGB)

Bezirgen Veliyev (Aarhus University)

Date
17 October 2019
Description
Lights out: Jump risk after dark

Granger Centre Seminar: Mika Meitz (University of Helsinki)

Date
24 October 2019
Description
Testing for observation-dependent regime switching in mixture autoregressive models (C43, SCGB)

Granger Centre Seminar: Arturas Juodis (Groningen University)

Date
31 October 2019
Description
Quantifying noise (C43, SCGB)

Granger Centre Seminar: Stefano Soccorsi (Lancaster University)

Date
07 November 2019
Description
Time-varying general dynamic factor models and the measurement of financial connectedness (C43, SCGB)

Granger Centre Seminar: Maurice Bun (Netherlands Central Bank)

Date
14 November 2019
Description
Measuring trends and persistence in capital and labor misallocation (C43, SCGB)

Granger Centre Seminar: Guillaume Chevillon (ESSEC Business School, Paris)

Date
21 November 2019
Description
Forecasting long memory through a VAR model (C43, SCGB)

Granger Centre Seminar: Andrea Carriero (Queen Mary University London)

Date
25 November 2019
Description
Endogenous uncertainty (C43, SCGB)

Granger Centre Seminar: Ovidijus Stauskas (Lund University)

Date
12 December 2019
Description
Tests of equal forecasting accuracy for nested models with estimated CCE factors (C43, SCGB)

Granger Centre Seminar: Gabriel Montes Rojas (IIEP-BAIRES-UBA)

Date
06 February 2020
Description
(A40, SCGB)

Granger Centre Seminar: Rustam Ibragimov (Imperial College London)

Date
05 March 2020
Description
New approaches to robust inference on market (non-)efficiency, volatility clustering and nonlinear dependence (C43, SCGB)

*Cancelled* Granger Centre Seminar: Yuqian Zhao (University of Essex)

Date
12 March 2020
Description
*Cancelled* Long-range functional volatility models with an application to forecasting crude oil return curves (C43, SCGB)

*Cancelled* Granger Centre Seminar: Monica Billio (Ca' Foscari University of Venice)

Date
26 March 2020
Description
*Cancelled* Bayesian Markov switching tensor regression for time-varying networks (C43, SCGB)

*Cancelled* Granger Centre Seminar: Helmut Lütkepoh l(DIW Berlin)

Date
02 April 2020
Description
*Cancelled* Testing identification via heteroskedasticity in structural vector autoregressive models (A42, SCGB)

*Cancelled* Granger Centre Seminar: Martin Wagner (University of Klagenfurt)

Date
07 May 2020
Description
*Cancelled* Localized fully modified OLS estimation of cointegrating relationships in an integrated locally stationary framework (C43, SCGB)

 

The Granger Centre for Time Series Econometrics

School of Economics
University of Nottingham
University Park
Nottingham, NG7 2RD


lorenzo.trapani@nottingham.ac.uk