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Fachvorträge des Lehrstuhlteams

2020

  • 10/2020: Jonas Dovern, Sentiment and Firm Behavior During the COVID-19 Pandemic, Franco-German Fiscal Policy Seminar, Bundesministerium der Finanzen (online)
  • 09/2020: Jonas Dovern, Eliciting Expectation Uncertainty from Private Households, VfS Jahrestagung (online)
  • 03/2020: Lena Sophia Müller, How Do Firms From Expectations of Aggregate Growth?, Konferenz für Sozial- und Wirtschaftsdaten, Berlin

2019

  • 09/2019: Jonas Dovern, Eliciting Expectation Uncertainty from Private Households, Joint Conference on Household Expectations of the Deutsche Bundesbank and the Banque de France, Frankfurt.
  • 09/2019: Jonas Dovern, How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany, VfS Jahrestagung, Leipzig
  • 09/2019: Alexander Glas, Overconfidence versus Rounding in Survey-based Density Forecasts, VfS Jahrestagung, Leipzig
  • 08/2019: Laura Kölbl, Topic Word Selection for Topics Modeled with Latent Dirichlet Allocation, ISSAT International Conference on Data Scienc eand Intelligent Systems, Las Vegas
  • 06/2019: Jonas Dovern, How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany, FU Berlin, Research Seminar in Economics
  • 06/2019: Jonas Dovern, How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany, Universität Bamberg, Second Behavioral Macroeconomics Workshop

2018

  • 12/2018: Jonas Dovern, How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany, Universität Bayreuth, VWL-Forschungsseminar
  • 12/2018: Jonas Dovern, How Do Firms Form Expectations of Aggregate Growth? New Evidence from a Large-scale Business Survey in Germany, Macroeconomics and Survey Data Conference at the ifo Institute, München
  • 10/2018: Alexander Glas, Overconfidence versus rounding in survey-based density forecasts, VfS Jahrestagung, Freiburg
  • 08/2018: Jonas Dovern, Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area, Annual Congress of the EEA, Köln
  • 08/2018: Alexander Glas, Overconfidence versus rounding in survey-based density forecasts, Annual Congress of the EEA, Köln
  • 02/2018: Jonas Dovern, Recessions and Instable Estimates of Potential Output, Macro Seminar ifo Institute, München
  • 01/2018: Jonas Dovern, Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area, LMU München

2017

  • 11/2017: Jonas Dovern, Recessions and Unstable Estimates of Potential Output, Universität Graz, Research Seminar
  • 10/2017: Jonas Dovern, The Effects of Recessions on Potential Output Estimates: Size, Timing, and Determinants, VfS Jahrestagung, Wien
  • 03/2017: Jonas Dovern, The Effects of Recessions on Potential Output Estimates: Size, Timing, and Determinants, University of Birmingham, Research Seminar
  • 01/2017: Rende, J.: partialCI: An R Package for the Analysis of Partially Cointegrated Time Series, 20.05.2017, Chicago (v01-2017)

2016

  • 12/2016: Jonas Dovern, Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts, Universität Maastricht, Workshop on Advances in Quantitative Economics II
  • 12/2016: Jonas Dovern, Order Invariant Evaluation of Multivariate Density Forecasts, CFE-CMStatistics in London
  • 10/2016: Alexander Glas, Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters, VfS Jahrestagung in Augsburg
  • 10/2016: Jonas Dovern, Order Invariant Evaluation of Multivariate Density Forecasts, VfS Jahrestagung in Augsburg
  • 08/2016: Alexander Glas, Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters, Annual Congress of the ESEM in Geneva
  • 05/2016: Jonas Dovern, Order Invariant Evaluation of Multivariate Density Forecasts, University of Warwick, Research Seminar
  • 02/2016: Jonas Dovern, Assessing the Anchoring of Inflation Expectations in the Euro Area Based on SPF Data, FU Berlin, Research Seminar

2013

  • 1/2013: Tinkl, F.: M-estimators for augmented GARCH(1,1) processes, 19.03.2013, Freiburg (v01-2013)

2012

  • 1/2012: Klein, I.: Schiefe für geordnet-kategoriale Variablen, 03.06.2012, Überlingen am Ried (v01-2012)
  • 2/2012: Klein, I.;  Nullhypothesis Significance Testing (NHST), Effektgrößen, Deskriptive Verteilungsfunktionen, Bayes-Faktoren, 03.07.2012, Universität Würzburg (v02-2012)
  • 3/2012: Ardelean, V. und Tinkl, F.: Modelling financial data with stochastic processes, 01.08.2012, Brüssel (v03-2012)