Events
2025 Events to be confirmed
Past events in 2024
18 November 2024 - WEBINAR: Postgraduate Online Open Week - Economics Master's programmes
18 November 2024 - WEBINAR: Postgraduate Online Open Week - Economics PhD programme
15 November 2024 - WORKSHOP: Interdisciplinary workshop on Machine Learning and AI
24-25 June 2024 - WORKSHOP: Text-as-Data in Economics
13-14 June 2024 - WORKSHOP: The Liverpool Workshop on Macroeconomics
7 June 2024 - ROUNDTABLE - LAMBDA Research Cluster: AI: Benefits and Challenges for Business
22 April 2024 - WORKSHOP - LAMBDA Research Cluster: Machine Learning and High-Dimensional Data Analysis
Seminars
Our group regularly organises seminar series with prominent international speakers, to present their latest research and ideas in economics:
2025
Wednesday 19 February
'Heavy Factor Models'
Speaker: Dr Jihyun Kim, Toulouse School of Economics (France)
Open to: ECON Group staff and students, with no sign up needed
Time: 2-3.15pm
In person: South Campus Teaching Hub, Lecture Theatre 3 (SCTH-LT3)
Abstract:
This paper examines a factor model with heavy factors that may have unbounded variance.
For this factor model, we reassess the validity of PCA-based identification and estimation methods.
Under unbounded variance, the usual L2-projection methods, such as PCA, are not well-defined at the population level.
However, we find that the factors and factor loadings remain well-identified using PCA, regardless of the boundedness of the factors' variance.
Additionally, we provide a structural interpretation of the heavy factor model, which enables the determination of the number of factors as well as the number of structural factors under this interpretation.
As an empirical application, we apply our methods to the FRED-MD dataset and discover that some macroeconomic factors exhibit significant fat-tailed behavior and/or high persistence.
Thursday 27 February
'Endogenous Regime Switching'
Speaker: Professor Sophocles Mavroeidis, University of Oxford (England)
Open to: ECON Group staff and students, with no sign up needed
Time: 1-2.15pm
In person: Management School, Seminar Room 6
Abstract: We introduce a class of piecewise affine structural VAR models that capture endogenously switching regimes driven by occasionally binding constraints, asymmetries, and tipping points.
To facilitate estimation, we develop an efficient likelihood-based algorithm that avoids the computational challenges of Monte Carlo methods.
We implement this approach in a dedicated Julia package, enabling practical applications in macroeconomics, including monetary policy constraints and nonlinear transmission mechanisms
Wednesday 12 March
Title: TBC
Speaker: Professor Taisuke Otsu, London School of Economics (England)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Thursday 13 March
Title: TBC
Speaker: Professor Isaac Baley, University of Pompeu Fabra (Spain)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Wednesday 26 March
Title: TBC
Speaker: Professor Michelle Sovinsky, University of Mannheim (Germany)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Friday 28 March
Title: TBC
Speaker: Professor Federico Echenique, UC Berkeley (USA)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Tuesday 1 April
Title: TBC
Speaker: Dr Gianmarco Daniele, University of Milan (Italy)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Wednesday 2 April
Title: TBC
Speaker: Professor Peter Hammond, University of Warwick (England)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Wednesday 7 May
Title: TBC
Speaker: Dr Roberto Pancrazi, University of Warwick (England)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Wednesday 14 May
Title: TBC
Speaker: Professor Fredj Jawadi, University of Lille (France)
Open to: ECON Group staff and students, with no sign up needed
Time: TBC
In person: TBC
Abstract: TBC
Past seminars
2025
True colors: authenticity and identity in social interactions
- Professor Francis Bloch, Paris School of Economics (France)
- 12 February 2025
Antidepressant use among children
- Professor Sonia Bhalotra, University of Warwick (England)
- 5 February 2025
Bank fragility and the incentives to manage risk
- Dr Toni Ahnert, European Central Bank (Germany)
- 4 February 2025
Do Deficits Cause Inflation? A High Frequency Narrative Approach
- Dr Jonathon Hazell, London School of Economics (England)
- 29 January 2025
2024
Why is Losing so Hard?
- Professor Peter Dolton, University of Sussex (England)
- 20 November 2024
Collusive Behaviour, Efficiency and Cheap Talk Negotiation in Repeated Games
- Professor Hamid Sabourian, University of Cambridge (England)
- 13 November 2024
Zero Lower Bound on Inflation Expectations
- Professor Dmitriy Sergeyev, Bocconi University (Italy)
- 6 November 2024
The information matrix test for Gaussian mixtures
- Professor Dante Amengual, CEMFI (Spain)
- 30 October 2024
Using Covariates to Improve the Efficacy of CUSUM Bubble Monitoring Procedures
- Professor Robert Taylor, University of Essex (England)
- 23 October 2024
Political Preferences and the Transport Infrastructure: Evidence from California's High-Speed Rail
- Professor Edouard Schaal, CREI (Spain)
- 16 October 2024
Dividing a Commons with Tight Guarantees
- Professor Herve Moulin, Adam Smith Business School, University of Glasgow (Scotland)
- 9 October 2024
PCF-GAN: generating sequential data via the characteristic function of measures on the path space
- Professor Hao Ni, University College London (England)
- 2 October 2024
Urbanization, Structural Transformation and Rural-Urban Disparities in China and India
- Dr Viktoria Hnatkovska, University of British Columbia (Canada)
- 18 June 2024
Job Security and Liquid Wealth
- Dr Ana Figueiredo, Vrije Universiteit Amsterdam(Netherlands)
- 11 June 2024
Deliver Us from Crime? Online Platforms, Gig Jobs and Offending
- Professor Olivier Marie, Erasmus School of Economics (Netherlands)
- 22 May 2024
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
- Dr Xiaohan Xue, University of Bath (England)
- 15 May 2024
Dynamic Deterrence of Police Patrolling
- Professor Giovanni Mastrobuoni, Collegio Carlo Alberto & University of Turin (Italy)
- 8 May 2024
Running Up that Hill: Fitness in the Face of Recession
- Professor Alex Bryson, University College London (England)
- 1 May 2024
Detection of a structural break in intraday volatility pattern
- Dr Shixuan Wang, University of Reading (England)
- 24 April 2024
We've Got You Covered: Employer and Employee Responses to Dobbs v. Jackson
- Dr Jason Sockin, IZA Berlin (Germany)
- 16 April 2024
The effects of sin taxes and advertising restrictions in a dynamic equilibrium
- Professor Rachel Griffith, University of Manchester (England)
- 13 March 2024
Monetary Policy and Endogenous Financial Crises
- Professor Fabrice Collard, Toulouse School of Economics (France0
- 6 March 2024
Inequality, Demand Composition, and the Transmission of Monetary Policy
- Dr Federica Romei, University of Oxford (England)
- 28 February 2024
Coherent Distorted Beliefs
- Professor Christopher Chambers, Georgetown University (US)
- 21 February 2024
Measurement, Measurement: How Well-Measured Business Income Affects Economic Inequality
- Professor Marco Francesconi, University of Essex (England)
- 7 February 2024
2023
Sectoral Labour Flows
- Professor Carlos Carrillo-Tudela, University of Essex (England)
- 29 November 2023
Pre-school learning and parenting in early childhood: Experimental evidence from Ghana
- Dr Sonya Krutikova, University of Manchester (England)
- 22 November 2023
Mobile Internet and the Rise of Communitarian Politics in Europe
- Professor Marco Manacorda, Queen Mary University of London (England)
- 15 November 2023
Scaling Up the American Dream: a Dynamic Analysis
- Professor Veronica Guerrieri, University of Chicago Booth School of Business (US)
- 1 November 2023
Estimation of a dynamic threshold panel time series regression with cross-sectional dependence
- Dr Maria Kyriacou, University of Kent (England)
- 31 October 2023
A model of approval with an application to list design
- Professor Paola Manzini, University of Bristol, UK
- 25 October 2023
Justices of the Peace: Legal Foundations of the Industrial Revolution
- Professor Nuno Palma, University of Manchester (England)
- 11 October 2023
Fair hiring procedures
- Professor Andriy Zapechelnyuk, University of Edinburgh School of Economics (England)
- 4 October 2023
10 May 2023 - Mariann Ollár, University of Edinburgh (Scotland)
3 May 2023 - Giuseppe Moscelli, University of Surrey (England)
26 April 2023 - Emma Tominey, University of York (England)
22 March 2023 - Stephen Hansen, University College London (England)
15 March 2023 - Vincent Sterk, University College London (England)
8 March 2023 - Mingli Chen, University of Warwick (England)
22 February 2023 - José-Luis Peydró, Imperial College London (England) and UPF (Spain)
16 February 2023 - Steven Ongena, University of Zurich (Switzerland)
8 February 2023 - Ludovic Renou, Queen Mary University of London (England)
2022
7 December 2022 - Andrea Ferrero, University of Oxford (England)
23 November - Sanjit Dhami, University of Leicester (England)
16 November 2022 - Laura Coroneo, University of York (England)
2 November 2022 - Erik Plug, University of Amsterdam (Netherlands)
31 October 2022 - Ghazala Azmat, Sciences Po (France)
26 October 2022 - Antonio Penta, UPF (Spain)
12 October 2022 - Robert Sauer, Royal Holloway, University of London (England)
28 September 2022 - Toomas Hinnosaar, University of Nottingham (England)
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