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

Seminars 2018/2019

 

 

Matteo Barigozzi (LSE)

Date
18 October 2018
Description
Measuring US aggregate output and output gap using large datasets

Weining Wang (City University, London)

Date
22 November 2018
Description
Dynamic semiparametric factor model with structural breaks

Neslihan Sakarya (University of Essex)

Date
07 March 2019
Description
A property of the Hodrick-Prescott filter and its application

Alain Hecq (Maastricht University)

Date
14 March 2019
Description
Identification of noncausal models by quantile autoregressions

Daniele Massacci (Bank of England)

Date
21 March 2019
Description
Unstable diffusion indexes: With an application to bond risk premia

Christian Hafner (UCLouvain)

Date
26 March 2019
Description
Testing for bubbles in cryptocurrencies with time-varying volatility

Joakim Westerlund (Lund University)

Date
28 March 2019
Description
Forecasting using cross-section average-augmented time series regressions

Jean-Yves Pitarakis (University of Southampton)

Date
11 April 2019
Description
Uncovering regimes in out of sample forecast errors from predictive regressions

Granger Centre Seminar: Marica Valente (DIW Berlin)

Date
23 May 2019
Description
Changing the incentive to pollute: Heterogeneous effects of waste pricing policies (C43, SCGB)

Granger Centre Seminar: Otilia Boldea (Tilburg University)

Date
10 October 2019
Description
(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