Humboldt-Universität zu Berlin >> School of Business and Economics


CRC 649 "Economic Risk" Conference in Motzen

16.07.2015 - 18.07.2015

 Hotel Residenz am Motzener See
 Töpchiner Str. 4
 15749 Mittenwalde/OT Motzen

 The current program can be found here ().


Thursday, 16. July 2015



A - Brandenburg

B - Potsdam

C - Berlin

13:30 - 14:30


14:30 - 15:00

Room A

Wolfgang Härdle & Michael Burda
Welcome by CRC Coordinators

CRC 649 (Alona Zharova) / RDC (Rainer Voß, Lukas Borke)
News from CRC 649 Office and RDC

15:00 - 16:00

Room A

Plenum Lecture by Bernd Fitzenberger

"The Heterogeneous Effects of Training Incidence and Duration on Labor Market Transitions"

Plenum Lecture by Simon Trimborn, Elisabeth Bommes, Wolfgang Härdle (B1)

"CRIX - The CRypto IndeX"

16:00 - 16:30


Coffee break

16:30 - 17:30

Philipp Pfeiffer (C10)

"Long-Run Risk, Labor Market Dynamics and Asset Prices"

Discussant: Axel Werwatz (B3)

Daniel Neuhoff (C7)

"Dynamics of Real GDP Per Capita Growth"

Discussant: Andrija Mihoci (B1)

Suvi Vasama (A8)

"Real Options and Dynamic Incentives"

Discussant: Alexander Meyer-Gohde (C7)

17:30 - 19:30

Sports activities

Swimming, football, etc. (Andrija Mihoci)

from 20:00

Dinner (Buffet)




Friday, 17. July 2015



A - Brandenburg

B - Potsdam

C - Berlin

from 6:30



10:00 - 11:00

Radosveta Ivanova-Stenzel (A6)

"Buy-It-Now prices in eBay auctions - The Field in the Lab"

Discussant: Till Strohsal (C14)

Michael Burda (C7)

"Nonwork at Work: Loafing, Unemployment and Labor Productivity"

Discussant: Elisabeth Bommes (B1)

Alexander Ristig (B10)

"Financial Contagion-Based Systemic Risk with Penalized Copula"

Discussant: Helmut Lütkepohl (C15)

11:00 - 11:30


Coffee break

11:30 - 12:30

Aleksei Netsunajev (C15)

"Unemployment Dynamics in the US and Euro Area: Do Uncertainty Shocks Matter?"

Discussant: Frank Heinemann (C10)

Vladimir Spokoiny (B5)

"Bootstrap calibrated model selection"

Discussant: Christoph Breunig (Guest)

Lukas Borke (B1)


Discussant: Lars Winkelmann (C14)

12:30 - 14:00



14:00 - 15:00

Nikolaus Wolf (B3)

"Bombs, Homes and Jobs: Revisiting the Oswald hypothesis for Germany"

Discussant: Vera Angelova (A6)

Ying Chen (Guest, NUS)

"Efficient and semi-positive definite pre-averaging realized covariance estimator"

Discussant: Mayya Zhilova (B5)

Martin Wahl (C12)

"Nonparametric estimation in the presence of complex nuisance components"

Discussant: Philipp Gschöpf (IRTG)

15:00 - 15:30


Coffee break

15:30 - 16:30

Simon Baumgartner (A15)

"Hiring and Uncertainty""

Discussant: Wenjuan Chen (C14)

Alona Zharova (Z)

"A Comparison of Academic Ranking Scales"

Discussant: Steffen Ahrens (C10)

Alla Petukhina (B1)

"TEDAS portfolios: parameters optimisation and out-of-sample performance"

Discussant: Simone Pieralli (C11)

16:30 - 17:30

Li Ma (A13)

"Mutual Fund Contagion through Interlocked Management Teams"

Discussant: Shi Chen (C11)

Simon Jurkatis (C14)

"A New Measure of Herding Behavior in Financial Markets"

Discussant: Meng-Jou Lu (B10)

Lei Fang (IRTG)

"Mortality Model for Multi-Populations: A Semiparametric Comparison Approach"

Discussant: Julien Albertini (C7)

17:30 - 19:30

Swimming, football, etc. (Andrija Mihoci)

from 19:30

Dinner (Barbecue buffet on the terrace)




Saturday, 18. July 2015



A - Brandenburg

B - Potsdam

C - Berlin

from 6:30



10:00 - 11:15

Holger Dette (Guest, RUB)

"Quantile-based spectral analysis"

(including coffee)

Meeting of CRC project leaders

(including coffee)

Project leaders

11:15 - 11:30


11:30 - 12:30

Zhiwei Shen (C11)

"Volatility forecasting of wind power production"

Discussant: Lining Yu (B1)

Falk Mazelis (C7)

"Shadow Banking and the Welfare Costs of Business Cycles"

Discussant: Sergey Nasekin (IRTG)

Xiu Xu (B1)

"lCARE - localising Conditional AutoRegressive Expectiles""

Discussant: Raphael Schöttler (B3)


   Workshop: 45 minutes presentation, 15 minutes discussion, Q&A


CRC649: Economic Risk

Humboldt-Universität zu Berlin

Spandauer Str. 1, 10999 Berlin