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Past seminars

DateTimeEventVenue
15 May 2018 1:00 PM - 2:15 PM

Haroon Mumtaz (QMUL)

"The Federal Reserve's implicit inflation target and Macroeconomic dynamics. A SVAR analysis" (joint with K Theodoridis)

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

Michele Piffer (QMUL)

"Bayesian Structural VAR models: an extended approach"

GC305
10 Apr 2018 1:00 PM - 2:00 PM

Chuanping Sun (QMUL - PhD Student)

"Regularising the factor zoo using OWL"

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

Fabio Calonaci (QMUL - PhD Student)

"Multi Step Non-Parametric Estimation method in Asset Pricing"

GC305
17 Oct 2017 1:00 PM - 2:00 PM

Liudas Giraitis (QMUL)

"Estimation of  time varying covariance matrices for large datasets" (joint with Yiannis Dendramis and George Kapetanios)

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

Alessio Volpicella (QMUL - PhD Student)

"Prior Tightness for Set-Identified Structural Vector Autoregressions"

GC305
28 Feb 2017 1:00 PM - 2:00 PM

Ioannis Kasparis (University of Cyprus)
"Regressions with Fractional d=0.5 and Weakly Nonstationary Processes"

GC305
13 Dec 2016 1:00 PM - 2:00 PM

Steve Pischke (LSE)
"Poorly Measured Confounders are More Useful on the Left Than on the Right" with Zhuan Pei and Hannes Schwandt

W316
6 Dec 2016 1:00 PM - 2:00 PM

Matteo Barigozzi (LSE)
"Non-Stationary Dynamic Factor Models for Large Datasets [PDF 1,041KB]"

W316
29 Nov 2016 1:00 PM - 2:00 PM

Yulia Gel (University of Waterloo, University of Texas at Dallas)
"Detecting Anomalies in Higher Order Structures of Dynamic Networks Using Generalized Tensor Spectrum"

W316
22 Nov 2016 1:00 PM - 2:00 PM

Yiannis Karavias (University of Birmingham)
"Autocorrelation Robust Testing of Regression Hypotheses"

W316
15 Nov 2016 1:00 PM - 2:00 PM

Violetta Dalla (University of Athens)
"The behaviour of SMEs’ capital structure determinants in different"

W316
1 Nov 2016 1:00 PM - 2:00 PM

Anders Bredal (Aarhus University)
"Multiarmed bandits and optimal dynamic treatment allocation"

W316
25 Oct 2016 1:00 PM - 2:00 PM

Liudas Giraitis (QMUL)
"Testing mean stability of heteroskedastic time series" (joint work with Violetta Dalla and Peter CB Phillips)

W316
18 Oct 2016 1:00 PM - 2:00 PM

George Kapetanios (Kings College)
"Multi-dimensional Heterogeneous Panel Data with Hierarchical multi factor error structure"

W316
11 Oct 2016 1:00 PM - 2:00 PM

Carina Gerstenberger (QMUL, University of Bochum)
"How to Distinguish between Long Memory and Short Memory with a Change in Mean"

W316
4 Oct 2016 1:00 PM - 2:00 PM

Marcelo Fernandes (QMUL)
"Guns and Suicides"

W316
24 May 2016 1:00 PM - 2:00 PM

Daniel Vogel (University of Aberdeen)
"Change-point tests based on U-statistics and U-quantiles"

W316
17 May 2016 1:00 PM - 2:00 PM

Yuya Sasaki (Johns Hopkins University)
"Quantile Regression Kink Designs"

W316
10 May 2016 1:00 PM - 2:00 PM

Bertille Antoine (Simon Fraser University)
"Identification-Robust Nonparametric Inference in a Linear IV Model" (joint with Pascal Lavergne)

W316
26 Apr 2016 1:00 PM - 2:00 PM

Francesc Ortega (Queens College CUNY)
"The Effects of Hurricane Sandy on the New York City Housing Market"

W316
30 Mar 2016 1:00 PM - 2:00 PM

PhD students (Finance)
"Introduction to the research of the School’s Finance PhD students"

W316
29 Mar 2016 1:00 PM - 2:00 PM

Richard Baillie (QMUL)
"Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VARs"

W316
22 Mar 2016 1:00 PM - 2:00 PM

Kostas Theodoridis (Bank of England)
"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility"

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

Konrad Menzel (New York University)
"Strategic Network Formation with Many Agents"

W316
8 Mar 2016 1:00 PM - 2:00 PM

Katerina Petrova (QMUL)
"A quasi-Bayesian nonparametric approach to time varying parameter VAR models"

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

Martin Weale (QMUL)
"Firms' Expectations and Price Setting: Evidence from Micro Data [PDF 384KB]"

W316
16 Feb 2016 1:00 PM - 2:00 PM

Marcelo Fernandes (QMUL)
"Price discovery and market microstructure noise (joint with Gustavo Dias and Cristina Scherrer)"

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

Vasilis Sarafidis (Monash University)
"A Simple Estimator for Short Panels with Common Factor"

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

Jeff Yao (University of Hong Kong)
"On estimation of the noise variance in high-dimensional probabilistic principal component analysis"

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

Stepana Lazarova (QMUL)
"Data-driven GMM test for  parameter instability" (joint with Emmanuel Guerre)

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

Peter Malec (Cambridge University)
"Estimating the Spot Covariation of Asset Prices: Statistical Theory and Empirical Evidence"

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

Elise Gourier (QMUL)
"Inferring volatility dynamics and risk premia from the S and P 500 and VIX markets"

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

Zeyyad Madalinci (QMUL)
"Global Economic Divergence and Portfolio Capital Flows to Emerging Markets" (joint with Haroon Mumtaz)

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

George Kapetanios (QMUL)
"A multistage and multiple testing approach to variable selection in linear regression models with a large number of covariates"

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

Michele Modugno (Board of Governors of the Federal Reserve System)
"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models"

W316
16 Jun 2015 1:00 PM - 2:00 PM

James Lothian (Fordham University)

"UIP: the long and the short [PDF 485KB]"

W316
9 Jun 2015 1:00 PM - 2:00 PM

Murad S Taqqu (Boston University)

"Spatial Contagion in Financial Markets"

W316
26 May 2015 1:00 PM - 2:00 PM

Richard Baillie (QMUL)
"Inference for Impulse Responses in Multivariate Long Memory Processes"

W316
31 Mar 2015 1:00 PM - 2:00 PM

Yoosoon Chang (Indiana University)
"Regime switching model with endogenous autoregressive latent factor"

W316
10 Mar 2015 1:00 PM - 2:00 PM

Natalia Bailey (QMUL)

"A multiple testing approach to the regularisation of large sample correlation matrices"

W316
3 Mar 2015 1:00 PM - 2:00 PM

Niels Haldrup (Aarhus University)

"Discriminating between fractional integration and spurious long memory"

W316
17 Feb 2015 1:00 PM - 2:00 PM

Zeyyad Mandalinci (QMUL)
"Time-Varying Global Drivers of Portfolio Capital Flows and the Role of Quantitative Easing"

W316
13 Jan 2015 5:00 PM - 6:00 PM

Stella Hadjiantoni (QMUL)
"Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations"

E303
9 Dec 2014 1:00 PM - 2:00 PM

James Brugler (University of Cambridge)
"Dark Trading and Market Quality: The Case of UK Equities"

W316
2 Dec 2014 1:00 PM - 2:00 PM

Giovanni Pellegrino (University of Verona)
"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory"

W316
25 Nov 2014 1:00 PM - 2:00 PM

Martin Weale (QMUL)
"The Macro-economic Effects of Asset Purchases"

W316
18 Nov 2014 1:00 PM - 2:00 PM

Yungyoon Lee (New College of the Humanities)
"Bootstrapping change-point in regression and sample splitting"

W316
11 Nov 2014 1:00 PM - 2:00 PM

Tang Srisuma (University of Surrey)
"Identifying Dynamic Games with Switching Costs"

W316
28 Oct 2014 1:00 PM - 2:00 PM

Nam-Hyun Kim (University of Konstanz)
"Control Function Approach to Weak Instruments."

W316
21 Oct 2014 1:00 PM - 2:00 PM

Leone Leonida (QMUL)
"Sample separation and the investment-cash flow sensitivity."

W316
14 Oct 2014 1:00 PM - 2:00 PM

Marcia Shafgans (LSE)

"Inference and homogeneity in large dynamic panels with strong cross sectional dependence."

W316
7 Oct 2014 1:00 PM - 2:00 PM

Haroon Mumtaz (QMUL)
"The changing transmission of uncertainty shocks and monetary policy. An empirical analysis."

W316
30 Sep 2014 1:00 PM - 2:00 PM

George Kapetanios (QMUL)
"Large Dimensional Time varying Covariance Estimation with Application to Portfolio Management."

W316
23 Sep 2014 1:00 PM - 2:00 PM

Liudas Giraitis (QMUL)
"Integrated AR and ARCH processes and the FIGARCH model: origins of long memory."

W316
25 Mar 2014 1:00 PM - 2:00 PM

Joao M.C. Santos Silva (Essex)

Title: TBA

W316
18 Mar 2014 1:00 PM - 2:00 PM

Stella Hadjiantoni (QMUL)

"Strategies for estimating systems of large-scale simultaneous equations models."

W316
11 Mar 2014 1:00 PM - 2:00 PM

Mohaimen Mansur (QMUL)

"Forecasting under structural change and long memory noise."

W316
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