Search Results – IWH Halle

Aggregate Time Series Gasoline Demand Models: Review of Literature and New Evidence for West Germany

Ulrich Blum, Marc Gaudry, Gertraud Foos

Transportation Research A 22, 1988

Abstract

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The Input-Output-Model of the GDR Forest Sector

Hans-Ulrich Brautzsch

Input-Output-Modelling, 1987

Abstract

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A GDR Module of the European Forest Sector Model

Hans-Ulrich Brautzsch

WP-85-39, 1985

Abstract

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OCT 2018

14:15 - 15:45

IWH Research Seminar

The New Area-Wide Model II: An Extended Version the ECB's Micro-founded Model for Forecasting and Policy Analysis with a Financial Sector

Who

Günther Coenen

Where

IWH conference room, Leipziger Straße 100

This paper provides a detailed description of an extended version of the ECB's New Area-Wide Model (NAWM) of the euro area (cf. Christoffel, Coenen and Warne, 2008).

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NOV 2022

Workshops and conferences

23rd IWH-CIREQ-GW Macroeconometric Workshop: Inflation: Modelling, Forecasting and Monetary Policy Reactions

Who

Keynote Speakers: Caterina Mendicino (European Central Bank); Michael Bauer (University of Hamburg)

Where

IWH, conference room

The workshop provides a platform to discuss new developments in the field of empirical and applied macroeconomic modelling and aims at bringing together academic researchers and practitioners. We invite applied and theoretical papers dealing with time series and broad macroeconomic topics. Papers that explicitly cover the macroeconomic modelling, forecasting and monetary policy reactions on inflation are particularly welcome.

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JAN 2023

14:15 - 15:45

IWH Research Seminar

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks

Who

Matthias Rottner (Deutsche Bundesbank)

Where

IWH, conference room and via Zoom

Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible.

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NOV 2022

14:00 - 15:30

IWH Research Seminar

Too Levered for Pigou? A Model of Environmental and Financial Regulation

Who

Magdalena Rola-Janicka (Tilburg University)

Where

via Zoom

We analyze jointly optimal emissions taxes and financial regulation in a model with financial frictions and endogenous climate-related transition and physical risks.

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DEC 2018

Workshops and conferences

19th IWH-CIREQ-GW Macroeconometric Workshop: Uncertainty, Expectations and Macroeconomic Modelling

Who

Keynote Speakers: Francisco Ruge-Murcia (McGill University); Chiara Scotti (Federal Reserve Board)

Where

IWH, conference room

The workshop provided a platform to discuss new developments in the field of empirical and applied macroeconomic modelling and aimed at bringing together academic researchers and practitioners. We called for applied and theoretical papers dealing with time series, business cycles, economic uncertainty and expectations. Papers that explicitly covered the macroeconomic modelling on uncertainty and expectations were particularly welcome.

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JUL 2017

14:15 - 15:45

IWH Research Seminar

Predicting Ordinary and Severe Recessions with a Three-state Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle

Who

Maik Wolters (Friedrich-Schiller-Universität Jena)

Where

IWH conference room

We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net softthresholding rule.

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APR 2017

14:15 - 15:45

IWH Research Seminar

On the Robustness of the Unlevered Capital Asset Pricing Model

Who

Lammertjan Dam (University of Groningen)

Where

conference room, Leipziger Straße 100

Firms’ financial leverage can largely explain the value effect, however, we document that the expected return-beta relationship of equity in unconditional tests of the CAPM is more generally distorted by leverage.

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