Past Virtual Seminars

2024-25


Date	Organiser	Speaker	Affiliation	Title
12/06/2025	DREAM	Tommaso Denti	New York University	Understanding information acquisition through f-informativity and duality
05/06/2025	DREAM	David Dillenberger	University of Pennsylvania	Allocation Mechanisms with Mixture-Averse Preferences
29/05/2025	DREAM	Tim Roughgarden	a16z crypto and Columbia University	Shill-Proof Auctions
22/05/2025	DREAM	Maryam Farboodi	MIT Sloan	Good Data and Bad Data: The Welfare Effects of Price Discrimination
15/05/2025	DREAM	Mohammad Akbarpour	Stanford University	Optimal Redistribution via Income Taxation and Market Design
08/05/2025	DREAM	Markus K. Brunnermeier	Princeton University	Strategic Money with Credit Ledgers
01/05/2025	DREAM	Arina Nikandrova	City University, London	Data Linkage between Markets: Hidden Dangers and Unexpected Benefits
24/04/2025	DREAM	Alexander Wolitzky	MIT	Marginal Reputation
03/04/2025	CEMAP	Laura Liu	Pittsburgh	Binary Outcome Models with Extreme Covariates: Estimation and Prediction
27/03/2025	CEMAP	Weining Wang	Groningen	Low-Rank and Sparse Network Regression
20/03/2025	CEMAP	Francisco Blasques	Vrije Universiteit Amsterdam	A Score-Driven Filter for Causal Regression Models with Time-Varying Parameters and Endogenous Regressors
13/03/2025	CEMAP	Prosper Dovonon	Concordia	A uniformly valid test for instrument exogeneity
06/03/2025	CEMAP	Adam Sykulski	Imperial	Debiasing Welch's Method for Spectral Density Estimation
27/02/2025	CEMAP	Leopoldo Catania	Aarhus	A new way to specify dynamic models
20/02/2025	CEMAP	Yannick Hoga	Duisburg-Essen	Self-Normalized Inference in Quantile and Expected Shortfall Regressions
13/02/2025	CEMAP	EunYi Chung	Illinois	Permutation tests under dependence
06/02/2025	CEMAP	Paolo Zaffaroni	Imperial	Factor Models for Conditional Asset Pricing
30/01/2025	CEMAP	Minchul Shin	Phil FED	Inference Based on Time-Varying SVARs Identified with Sign Restrictions
23/01/2025	CEMAP	Davide Pettenuzzo	Brandeis	Macroeconomic Forecasting with Large Language Models
05/12/2024	CEMAP	Zhongjun Qu	Boston	Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
12/12/2024	DREAM	Roberto Corrao	Yale University	Mediation Markets: The Case of Soft Information
05/12/2024	DREAM	Heski Bar Isaak	Toronto University	Selling Attention through Steering and Certification
28/11/2024	CEMAP	Stefán Guðmundsson	Aarhus	Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
21/11/2024	DREAM	Jonathan Libgober	University of Southern California	Implementing Evidence Acquisition: Time Dependence in Contracts for Advice
14/11/2024	CEMAP	Jean-Marie Dufour	McGill	Intervention analysis, causality and generalized impulse responses in VAR models: theory and inference
14/11/2024	DREAM	Modibo K. Camara	Stanford GSB	Eliciting Informed Preferences
07/11/2024	CEMAP	Manfred Deistler	Vienna	High-Dimensional Dynamic Factor Models: A Selective Survey
07/11/2024	DREAM	Faidra Monachou	Yale University	Optimal Cohort Partitions
31/10/2024	CEMAP	Kenichi Nagasawa	Warwick	Optimal Granular Instrumental Variables: Sequential Estimation of Long Panels with Finite Cross Section
31/10/2024	DREAM	Ji Hee Yoon	UCL	Dynamic Trading and Inference in Non-Markovian Equilibria
24/10/2024	DREAM	Andrew Caplin	New York University	Human and Machine Learning: A Cognitive Economic Approach
24/10/2024	CEMAP	Valentina Corradi	Surrey	Testing Predictive Accuracy with Penalized Regression
17/10/2024	DREAM	Paula Onuchic	University of Oxford	How do Groups Speak and How are They Understood?
10/10/2024	CEMAP	Bertille Antoine	Simon Fraser	Efficient two-sample instrumental variable estimators with change points and near-weak identification
10/10/2024	DREAM	Mariagiovanna Baccara	Washington University	Research Waves
03/10/2024	CEMAP	Brendan Beare	Sydney	The general solution to an autoregressive law of motion
03/10/2024	DREAM	Philipp Strack	Yale University	Nondiscriminatory Personalized Pricing
26/09/2024	CEMAP	Raffaella Giacomini	UCL	Perceived shocks and impulse responses
19/09/2024	CEMAP	Lorenzo Trapani	Leicester	Inference on breaks in weak location models with quasi Fisher scores
12/09/2024	CEMAP	Anne van Delft	Columbia	A statistical framework for analyzing shape in a time series of random geometric objects

2023-2024


Date	Organiser	Speaker	Affiliation	Title
13/06/2024	DREAM	Piotr Dworczak	Northwestern University	A mechanism-design approach to property rights
06/06/2024	DREAM	Teddy Mekonnen	Brown University	Competition, Persuasion, and Search
30/05/2024	DREAM	Michèle Mueller-Itten	St. Galllen University	Rational Inattention via Ignorance Equivalence
23/05/2024	DREAM	Alex Smolin	Toulouse	Information Design in Smooth Games
16/05/2024	DREAM	Ricardo Alonso	LSE	Competitive Capture of Public Opinion
15/05/2024	DREAM	Emir Kamenica	University of Chicago	Commitment and randomization in communication
09/05/2024	DREAM	Mallesh Pai	Rice University	Taxing Externalities Without Hurting the Poor
02/05/2024	DREAM	Nemanja Antic	Northwestern University	Selected Facts
25/04/2024	DREAM	Agathe Pernoud	Chicago Booth	How Competition Shapes Information in Auctions
25/04/2024	DREAM	Marciano Siniscalchi	Northwestern University	Foundations for Structural Preferences
18/04/2024	DREAM	Vincent Crawford	Oxford University	Meaningful Theorems: Nonparametric Analysis of Reference-dependent Preferences
11/04/2024	DREAM	Frédéric Koessler	HEC Paris	A belief-based approach to signaling
11/04/2024	CEMAP	Andrew Patton	Duke	Bespoke Realized Volatility: Tailored Measure of Risk for Volatility Prediction
04/04/2024	CEMAP	Mihai Cucuringu	Oxford	Graph Clustering and Ranking for Multivariate Time Series with Applications to Statistical Arbitrage and Lead-Lag Detectio
28/03/2024	CEMAP	Siem Jan Koopman	VU Amsterdam	The Extremum Monte Carlo Filter for Nonlinear Non-Gaussian State Space Models
14/03/2024	CEMAP	Bent Nielsen	Oxford	Asymptotic Properties of the Gauge and Power of Step-Indicator Saturation
29/02/2024	CEMAP	Allan Timmermann	UCSD	Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
22/02/2024	CEMAP	Barbara Rossi	UPF	Has the Phillips curve flattened?
08/02/2024	CEMAP	Kostas Fokianos	Cyprus	Auto-Distance Covariance Function for Time Series Analysis
01/02/2024	CEMAP	Almut Veraart	Imperial	Nonparametric Estimation of Trawl Processes: Theory and Applications
07/12/2023	CEMAP	Yoosoon Chang	Indiana	Unravelling Dynamic Interactions of Economic Activity and Climate Change
07/12/2023	DREAM	Jacopo Perego	Columbia University	Competitive Markets for Personal Data
30/11/2023	DREAM	Paola Manzini	University of Bristol	A model of approval with an application to list design
30/11/2023	CEMAP	Stephan Smeekes	Maastricht	Inference in Non-stationary High-Dimensional VARs
23/11/2023	CEMAP	Karim Abadir	Imperial	Explicit Minimal Representation of Variance Matrices, and its Implication for Dynamic Volatility Models
16/11/2023	CEMAP	Otilia Boldea	Tilburg	Bootstrapping GMM tests for an Unknown Threshold
16/11/2023	DREAM	Sara Shahanaghi	University of Toulouse	Competition and Herding in Breaking News
09/11/2023	CEMAP	Daniel Lewis	UCL	A Robust Test for Weak Instruments with Multiple Endogenous Regressors
09/11/2023	DREAM	Sulagna Dasgupta	University of Chicago	Screening Knowledge
02/11/2023	DREAM	Emir Kamenica	University of Chicago	Comparison of Signals
02/11/2023	CEMAP	Marie-Christine Düker	Friedrich-Alexander	Testing for Common Structures in High-Dimensional Factor Models
26/10/2023	DREAM	Andreas Kleiner	Bonn	Optimal delegation in a multidimensional world
26/10/2023	CEMAP	Paul Ho	Richmond Fed	Averaging Impulse Responses Using Prediction Pools
19/10/2023	DREAM	Daniel Clark	UCLA	Partially Informed Disclosure
19/10/2023	CEMAP	Christian Brownlees	UPF	Empirical Risk Minimization for Principal Component Regression
12/10/2023	CEMAP	Eric Eisenstat	Queensland	Singular Vector Autoregressions
12/10/2023	DREAM	Rohit Lamba	Penn State	Rationalizing dynamic choices
05/10/2023	CEMAP	Ed Herbst	Fed Board	Bias in Local Projections
05/10/2023	DREAM	Xiaosheng Mu	Princeton	Monotone Additive Statistics
28/09/2023	CEMAP	Matteo Barigozzi	Bologna	FNETS: Factor-adjusted Network Estimation and Forecasting for High-dimensional Time Series
28/09/2023	DREAM	Daron Acemoglu	MIT	Community and Employment: Socioeconomic Foundations of Cooperation
21/09/2023	CEMAP	Andrii Babii	UNC	Tensor Principal Component Analysis
14/09/2023	CEMAP	Alexander Aue	UC Davis	Random Matrix Theory for High-dimensional Time Series

2022/2023


Date	Organiser	Speaker	Affiliation	Title
08/06/2023	DREAM	Ravi Jagadeesan	University of Stanford	Auctions with Withdrawal Rights with Alexander Haberman
01/06/2023	DREAM	Ernesto Rivera Mora	Yale University	Neutral Mechanisms: On the Feasibility of Information Sharing
01/06/2023	DREAM	Savitar Sundaresan	Imperial University	(In)efficiency in Information Acquisition and Aggregation through Prices
25/05/2023	DREAM	Laura Doval	Columbia University	The Core of Bayesian Persuasion
11/05/2023	DREAM	Jakub Steiner	University of Zurich	Growth and Likelihood
04/05/2023	DREAM	Alice Hsiaw	Brandeis University	Bayesian Doublespeak
27/04/2023	DREAM	Stephen Morris	MIT	Screening with Persuasion
20/04/2023	DREAM	Paulo Barelli	University of Rochester	Strategic Foundations of Rational Expectations
30/03/2023	DREAM	Wouter Dessein	Columbia Business School	Test-Optional Admissions
23/03/2023	DREAM	B. Douglas Bernheim	Stanford University	Who Controls the Agenda Controls the Polity