# Past seminars

Date | Event |
---|---|

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." |