Fachvorträge der Lehrstuhlmitarbeiter
2019
- 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 in München
- 10/2018: Alexander Glas, Overconfidence versus rounding in survey-based density forecasts, VfS Jahrestagung in Freiburg
- 08/2018: Jonas Dovern, Anchoring Inflation Expectations in Unconventional Times: Micro Evidence for the Euro Area, Annual Congress of the EEA in Cologne
- 08/2018: Alexander Glas, Overconfidence versus rounding in survey-based density forecasts, Annual Congress of the EEA in Cologne
- 02/2018: Jonas Dovern, Recessions and Instable Estimates of Potential Output, ifo Institute, Macro Seminar
- 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 in 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)