Advances in Computational Economics and Finance


Below are the dates and speakers/topics of our seminar on Computational Economics and Finance for advanced doctoral students. Unless otherwise noted, our seminars are held on Wednesdays 12:15-13:15 in room MOO E 006 (Moussonstrasse 15).


Date Speaker Paper
20.02.19 Marlon Azinovic (University of Zurich) Deep equilibrium nets
06.03.19 Dr. Yavuz Arslan (BIS Basel) Bank Balance Sheets and Boom-Bust Cycles
03.04.19 Dr. Ole Wilms (Tilburg University) Because all Moments Matter: Maximum Likelihood Estimation of Long-Run Risk Models
17.04.19 Øystein Daljord (Booth School of Business, University of Chicago) Identifying the Discount Factor in Dynamic Discrete Choice Models
24.04.19 Spring break
01.05.19 Labor Day
03.05.19 Zhigang Feng (University of Nebraska) Sovereign Default, TFP, Fiscal and Financial Frictions
08.05.19 Dr. Serhiy Stepanchuk (University of Southampton) Dynamic Perturbation
15.05.19 Vladimir Sulaja (University of Zurich) EME Business Cycles: The Story of Factor Shares
22.05.19 Friedrich Lorenz (WWU Münster) What's Vol got to Do with It: Not Much
23.05.19 Prof. Harold L. Cole (University of Pennsylvania) Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal
29.05.19 Dr. Ally Quan Zhang (Lancaster University Management School) Sovereign Default and Capital Flight
05.06.19 Zhaneta Tancheva (Tilburg University) Optimal Risk-Sharing with Time-Inconsistency and Long-Run Risk
11.06.19 Prof. Donald Brown (Yale University) Risk, Ambiguity, and Affective Expected Utility