Seminar of the Thematic Project: Econometric Modeling and Forecasting in High-Dimensional Models (HDEM&For)

The list of the seminars for 2025 are given below: 

1.  Friday 21 March, 10:00 - 11:00 - Ines Wilms (Department of Quantitative Economics, Maastricht University) - Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (paper) (slides) (recording) 

2. Friday 25 April, - There will be no seminar due to the São Paulo School of Advanced Science in High-Dimensional Modeling. (see the programme here)

3.  Friday 23 May, 10:00 - 11:00 -  Manfred Deistler  (Vienna UT and WU Vienna) - High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research (paper) (slides) (recording)

4.   Friday 20 June, 10:00 - 11:00 -  Igor Ferreira Batista Martins ( Orebro University) - Stochastic Dynamic Correlations with Exogenous Shifts: Connecting Macroeconomic Events and Financial Risk (paper) (slides) (recording) 

5.  Friday 22 August, 10:00 - 11:00 - Hedibert Lopes (INSPER)  - MCMC and particle filtering for dynamic INAR Processes (paper) (slides) (recording)

6. Friday 19 September, 12:00-13:00  Massimiliano Marcellino  (Bocconi University) - The Distributional Effects of Economic Uncertainty (paper) (slides) (recording).