Abschlusskolloquium - CRC 649 - Hu

Final colloquium 2016 of the CRC 649 October, 20 & 21 Heilig‐Geist‐Kapelle (HGK), Spandauer Str. 1, 10178 Berlin
Program Opening Session, 20.10.2016
12:30 – 13:00
Welcome by the Dean of the School of Business and Economics, Humboldt-Universität zu Berlin
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HGK
Christian D. Schade
Welcome by the CRC Coordinators
“Highlights of the CRC 649”
Michael C. Burda, Wolfgang K. Härdle, Frank Heinemann
13:00 -14:00
Plenary talk by Han Liu (Princeton University)
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HGK
14:00 - 14:30
“Combinatorial Inference”
Coffee Break
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HGK
Parallel Sessions, 20.10.2016
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Session 1: A HG – Kapelle
Session 2: B Room 203
Session 3: Room 22
Frank Heinemann
Wolfgang Härdle
Michael Burda
Harald Uhlig
14:30 – 15:00
University of Chicago
t.b.a.
15:00-15:30
Universität Konstanz
University Duisburg Essen
Jenny Kragl
Matthias Trabandt
University of St. Gallen
EBS Oestrich-Winkel
Freie Universität Berlin
“Management Incentives in Family Firms: A
Multitask Model with Economic and NonEconomic Goals”
“Fiscal Multipliers in a Nonlinear World”
Nikolaus Hautsch
Roland Strausz
Alexander Meyer Gohde
University of Vienna
Humboldt-Universität zu Berlin
Hamburg University
“A Theory of Crowdfunding - a mechanism
design approach with demand uncertainty
and moral hazard”
“Risk-Sensitive Linear Approximations”
Volker Krätschmer
Weining Wang
Meng-Jou Lu
Universität Duisburg-Essen
Humboldt – Universität zu Berlin
Humboldt-Universität zu Berlin
“The concept of local robustness with a
view toward statistical estimation and risk
management”
“Network Quantile Autoregression”
“Spectral Risk Measures”
Boat trip
Boat trip with dinner
17:00 – 21:00
“Estimation of High dimensional
covariance matrices in deconvolution”
Matthias Fengler
“Volatility, Information Feedback and Market
Microstructure Noise: A Tale of Two
Regimes”
16:00-16:30
Denis Belomestny
“Causal Graphs and Variable Selection in
Large Vector Autoregressive Models”
“Measuring spot variance spillovers when
(co) variances are time-varying – the case
of multivariate GARCH models”
15:30-16:00
Ralf Brüggemann
Start: Schiffbauerdamm12/ corner Friedrichstraße
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Parallel Sessions, 21.10.2016
1o:00 – 10:30
Session 1: A
Session 2: B 21B
Session 3: C 22
(Frank Heinemann)
(Wolfgang Härdle)
(Michael Burda)
Mark Weder
Lars Winkelmann
Lydia Mechtenberg
University of Adelaide
Freie Universität Berlin
Universität Hamburg
“Product Scope and Endogenous
Fluctuations”
10:30 - 11:00
Freie Universität Berlin
Dresden University of Technology
University of Konstanz
“Estimation of HAC”
“Sovereign and Private Default Risks over
the Business Cycle”
Anja Schöttner
Andrija Mihoci
Battista Severgnini
Humboldt-Universität zu Berlin
Brandenburg University of Technology
Copenhagen Business School
“Residential Property Pricing Dynamics and
Bubbles in Australia”
Lunch
infront of HGK
Closing Session, 21.10.2016
13:00 – 14:00
Plenary talk by Jin-Chuan Duan (National University of Singapore) plus discussion
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HGK
14:00 - 14:30
Coffee Break
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infront of HGK
14:30 - 15:30
Almuth Scholl
Ostap Okhrin
“Incentives and the Delegation of Job
Design”
11:30 – 13:00
“The Swing Voter’s Curse in Social
Networks”
Peter Mohr
“An integrated hierarchical framework to
model economic decisions and eye
movements: Theory and experimental
findings”
11:00 - 11:30
“International dynamics of Inflation
Expectations”
Plenary talk by Markus K. Brunnermeier (Princeton University) plus discussion
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HGK
“The Reversal Interest Rate: The Effective Lower Bound on Monetary Policy”
15:30
Champagne reception
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“Time for Growth”
Organization
Scientific Committee: Wolfgang Härdle, Michael Burda, Nikolaus Wolf, Vladimir Spokoiny
Contact: Janine Tellinger-Rice: [email protected]
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