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University of Essex homepage Centres and Institutes Macro and Financial Econometrics Seminar Series
Essex Centre for Macro and Financial Econometrics

Our Seminar Series

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Join us for our regular Seminar Series and hear from experts across the Macro and Financial Econometrics community

Our Seminar Series showcases the cutting-edge research in modern econometrics from leading experts across the field, and helps facilitate and encourage the exchange of ideas between all attendees.

Upcoming schedule

Date   Seminar title Speaker
Wednesday 23 May ECMFE Workshop on “High-dimensional Econometrics and Machine Learning” Various
Wednesday 30 May  Predictive Density Combination Using a Tree-Based Synthesis Function Professor James Mitchell (Federal Reserve Bank of Cleveland)

More details on the seminar topic and how to attend, will be added to our website approximately 2 weeks before the date of the seminar.

Highlights of all our events and seminars can be found on our homepage.

Previous seminars

Spring 2024

Date   Seminar title Speaker
Wednesday 21 February Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs Dr Alessio Volpicella (University of Surrey)

Autumn 2023

Date   Seminar title Speaker
Wednesday 15 November Estimation of Cyclical Time Series: an Application to Central England Temperatures  Fulvia Marotta (University of Oxford)
Wednesday 13 December  Heterogeneous Grouping Structures in Panel Data George Kapetanios (King's Business School)

Summer 2023

Date Seminar title Speaker
Tuesday 16 May ECMFE Mini Workshops Professor Matei Demetrescu (Dortmund), Professor Paulo Rodrigues (Bank of Portugal) and Dr Ilias Chronopoulos (EBS)

Spring 2023

Date Seminar title Speaker
Wednesday 25 January Uniform and Distribution-Free Inference with General Autoregressive Processes Professor Tassos Magdalinos, University of Southampton
Wednesday 15 March Determining Climate Sensitivity Using the Quasi-cointegrated VAR Dr Jerome Simons, University of Cambridge
Thursday 23 March Real Time Monitoring of Bubbles and Crashes Dr Emily Whitehouse, University of Sheffield 

Autumn 2022

Date Seminar title Speaker
Wednesday 19 October  When do State-Dependant local projections work? Professor Elena Pesavento, Emory University
Wednesday 2 November Inference on Winners Professor Adam McCloskey, University of Colorado, Boulder

Summer 2022

Date Seminar title Speaker
Wednesday 4 May Least Trimmed Squares Asymptotics Dr Vanessa Berenguer-Rico
Wednesday 11 May Cross-Section Error Dependence in Panel Quantile Regressions Matei Demetrescu
Wednesday 1 June Uniform inference in vector autoregressive models Atsushi Inoue

Spring 2022

Date Seminar title Speaker
Wednesday 26 January New Results on Correlation Matrices
 Peter Reinhard Hansen
Wednesday 2 February Inference on the dimension of the nonstationary subspace in functional time series Morten Ørregaard Nielsen
Wednesday 9 February A Review on Semiparametric Model Averaging for Dynamic Time Series Forecasting: Methodology and Applications Zudi Lu

Autumn 2021

Date Seminar title  Speaker 
Wednesday 27 October Estimating and Testing Long-Run Risk Models: International Evidence
 Junye Li
Wednesday 24 November
 Uniform and distribution-free inference with general autoregressive processes Katerina Petrova

Summer 2021

Date Seminar title  Speaker 
Wednesday 19 May 2021 Dynamic Network Analysis via Diffusion Multipliers Michael Thorton

Spring 2021

Date Seminar title Speaker
Wednesday 10 February
 A dynamic conditional score model for the log correlation matrix Christian Hafner
Wednesday 3 March
 Tests for Equal Forecast Accuracy Under Unconditional Heteroskedasticity  David Harvey
Wednesday 10 March
 Modeling for Volatility Yingying Li

Autumn 2020

Date Seminar title Speaker
Wednesday 16 December
 Time series models for the difference of counts Jon Michel
Wednesday 2 December
 An Order Book Dependent Hawkes Process for Large Datasets
 Alessio Sancetta
Wednesday 25 November
 New ideas in econometrics Mingli Chen
Wednesday 11 November Identification and inference in Discrete Choice Models with imperfect information Cristina Gualdani
Wednesday 4 November  The Econometrics of Portfolio Sort  Valentina Corradi
Wednesday 21 October
 Factor models with downside risk Lorenzo Trapani
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