05/08/2019 - JEM210 Introduction to Econometrics of Networks (Bryan Graham, UC Berkeley)
We are inviting all students to an interactive summer course introducing state of the art tools for analyzing networks. The course is to be given by a leading expert in the field, Professor of Economics at the University of California Berkeley, Bryan Graham. The course will introduce students to some recent methods for analyzing network data. Methods of storing, displaying, estimating and summarizing network dataset will be reviewed. Students will work with professor interactively, and will have a great possibility to obtain skills in the modern topic.
The course will run during August 6-7 2019. As such, the course is more suitable for advanced master students as well as Ph.D. students. Please do not forget to register for the course. For the details visit the homepage, and/or contact Jozef Barunik.
15/10/2018 - Research seminar by Mattia Bevilacqua (Kent Business School)
We would like to cordially invite you to a research seminar that will be given by our guest Mattia Bevilacqua who is a PhD student at the Department of Finance, Kent Business School, University of Kent.
When: Wednesday, October 17, 18:30 - 19:50
Where: Institute of Economic Studies, FSV UK, Opletalova 26, Prague 1, room 105
Title of the paper: "Asymmetric Connectedness of Fears in the Financial Sector"
Abstract: We study how shocks to the forward-looking expectations of investors buying call and put options transmit across the financial system. We introduce a new contagion measure, called asymmetric fear connectedness (AFC), which captures the information related to “fear” on the two sides of the options market and can be used as a forward-looking systemic risk monitoring tool. The decomposed connectedness measures provide timely predictive information for near-future macroeconomic conditions and uncertainty indicators, and they contain additional valuable information that is not included in the aggregate connectedness measure. The role of a positive/negative “fear” transmitter/receiver emerges clearly when we focus more closely on idiosyncratic events for financial institutions. We identify banks that are predominantly positive/negative receivers of “fear”, as well as banks that positively/negatively transmit “fear” in the financial system.
Link to full paper: http://staff.utia.cas.cz/barunik/files/bevilacqua.pdf
Looking forward to meeting you
19/02/2018 - Research seminar by Zornitsa Todorova (Bocconi University)
We would like to cordially invite you to a research seminar that will be given by our guest Zornitsa Todorova who is a PhD student at the Department of Finance, Bocconi University, Milano.
When: Tuesday, February 20, 17:00 - 18:20
Where: Institute of Economic Studies, FSV UK, Opletalova 26, Prague 1, room 314
Title of the paper: "Network Effects of Monetary Policy: Evidence from Global Value Chains"
Abstract: The paper investigates whether production networks are an important channel for the propagation of monetary policy shocks to the stock market in the Euro-area. To do so, it exploits a new comprehensive dataset on a time-series of input-output connections between European industries matched with sector-level stock market data. This dataset allows me to distinguish the distribution of the output of industries over 473 user categories (418 intermediate industries and 55 final customers) across 11 Eurozone countries. A simple production model with intermediate inputs, which translates into a spatial autoregressive model guides the empirical strategy of the paper. Monetary policy shocks are identified along two dimensions: one related to the current level of short- term rates (target) and a second related to expectations about the future path of monetary policy (path). Using an event-study approach around ECB Monetary Policy Announcement dates and novel tools from spatial econometrics, this is the first paper to show that between 30% and 40% of the overall European stock market reaction is due to higher-order network effects. Then, the paper investigates model-implied heterogeneous effects. First, it shows that industries characterized by higher demand elasticity are more sensitive to monetary policy shocks. Second, the paper documents that the effect of the shock is intensified through time and across the supply chain from downstream to upstream industries. Third, the paper explores the implications of the network structure for the transmission of monetary policy. Peripheral industries are most sensitive to negative shocks, whereas central industries are most influential and serve as an amplification mechanism for the transmission of shocks. Finally, the effect of network connections outside of the Euro-area is considered. The paper finds that the response to monetary policy shocks is considerably mitigated for industries located centrally in the global production network.
Link to full paper: http://staff.utia.cas.cz/barunik/files/Paper_Zornitsa.pdf
Looking forward to meeting you
18/07/2016 - Research Seminar in Financial Econometrics
Come to join us at the research seminar with recent PhD graduate Gazi Salah Uddin from Linköping University. The main theme of the seminar will be new developments in the frequency domain econometrics and its applications in Economics and Finance. The seminar will be held on Wednesday, July 27, 2016 from 2pm, room 105 at the Institute of Economic Studies. For more detailed information, please contact Jozef Barunik.
28/11/2014 - Center for Advanced Economic Studies Fall Meeting
The biannual (fall) meeting of the joint research center of CERGE and our Institute - Center for Advanced Economic Studies - will be held on Friday, December 5, 2014 from 12pm to 2pm at IES, room 601 with four presentations of current research of CAES members. Broad Faculty staff as well as interested students are more than welcome to participate and discuss the current research of the center.
01/03/2012 - JEM116 - Applied Econometrics Organization
Due to a huge unexpected interest in JEM116 - Applied Econometrics, we have opened third seminar and divided students into the three groups. Students with surnames from A to Ch are in Seminar 3 (to be held Thursdays from 11:00), students with surnames from J to N are in Seminar 1 (to be held Thursdays from 12:30) and students with surnames from O to Ž belong to Seminar 2 (to be held Thursdays from 18:30). Please note that Seminars 1 and 3 will start next week as they are before the Lecture, while the first Seminar 2 will start today.
10/11/2010 - Advanced Econometrics seminar S3 rescheduled
Due to the national holiday, the Advanced Econometrics seminar (S3) scheduled for Wednesday, 17th November from 9:30-10:50 will take place on Monday, 15th November from 14:00 at computer lab (016).
26/10/2010 - Lecture of prof.O.A.Vašíček
European Working Group on Financial Modelling warmly invites you to the lecture of prof. O.A.Vašíček on "Models of the term structure of interest rates: An overview". Lecture will be held Friday, 29.10.2010 from 9:30 in the conference centre of MFF UK, Malostranské náměstí 25, Praha 1
15/10/2010 - Information meeting about GAUK Applications
All PhD students, especially first year and second year students (as well as interested Master students) , are also warmly invited to the information meeting where we will discuss the most common questions about the GAUK applications. The meeting is based on the idea to help all the students to proceed with their applications. Please prepare questions which can be discussed. The meeting will be held on Tuesday, 19th October 2010, from 18:30, room 314 at Opletalova, IES.
28/02/2010 - JEM061 Quantitative Finance II
We would like to invite all students interested in modern financial methods to attend the course JEM061 Quantitative Finance II, held regularly on Monday, 5 p.m., room 016. Please find the new syllabus on the web page of the course. During this semester, we will introduce methods for long memory statistics in finance. As agreed last week, the 1.3.2010 lecture has been canceled.
23/09/2009 - Methodological Seminar for PhD students
only for Czech students
12/12/2008 - 15th International Conference on Computing in Economics and Finance
CEF 2009 will take place in Sydney, Australia from the Wednesday, 15th of July through to the Friday, 17th of July, 2009. To have a paper considered for inclusion on the program, submit an abstract (max 3,000 characters, or approx. 300 words) no later than January 31, 2009 via the Conference Maker program. More information can be found as usually at the opportunities for PhD students page
03/12/2008 - Lamfalussy Research Fellowship: Call for Projects
The European Central Bank (ECB) is seeking applications from promising young researchers for five Lamfalussy Fellowships of €10,000 on “Capital Markets and Financial Integration in Europe”. Researchers at assistant professor level and very advanced PhD students are particularly encouraged to apply no later than 31 January 2009. More information can be found as usually at the opportunities for PhD students page.
21/11/2008 - 23rd European Conference on Modelling and Simulation ECMS 2009
ECMS is announcing call for papers for the 23rd European Conference on Modelling and Simulation which will be held June 9-12th in Madrid, Spain and hosted by the Universidad Rey Juan Carlos. Deadline for the paper submission is February 20th, 2009. More information can be found as usually at the opportunities for PhD students page.
14/11/2008 - The 2009 North American Summer Meeting of the Econometric Society
The 2009 North American Summer Meeting of the Econometric Society will be held June 4-7, 2009, at Boston University in Boston, MA. The program will include submitted papers (the deadline is January 30, 2009) as well as the Presidential Address by Roger Myerson (University of Chicago), the Walras-Bowley Lecture by Jean-Marc Robin (Paris School of Economics, University of Paris I, and University College London), the Cowles Lecture by Victor Chernozhukov (Massachusetts Institute of Technology). More information can be found at the opportunities for PhD students page.
08/11/2008 - Doctoral Meeting of Montpellier On Economics, Management and Finance
The PhD students in economics and management of the University of Montpellier organize the second edition of the D.M.M., which will be held on May 4 - 6, 2009, at the University of Montpellier. Interested students are expected to submit an extended abstract in English (500-700 words) in electronic form to the submitpaper2009@addegem-asso.fr. More information can be found at the opportunities for PhD students page.
08/11/2008 - 5th International Conference in ARTIFICIAL ECONOMICS 2009
All the PhD students are invited to submit a paper to the 5th International Conference in Artificial Economics, taking place in Valladolid (Spain), 10-11 September 2009. Submission deadline is February 23, 2009. More information can be found at the opportunities for PhD students page.
03/11/2008 - Reminder: Rare Discussion Series with prof. Geoffrey Carliner
We would like to invite all the students and faculty members to the discussion session with prof. Geoffrey Carliner on the topic: "The National Bureau of Economic Research and the American Economics Profession". The session will be held 5.11.2008 from 18:30 at room 206 IES.
29/10/2008 - IMAEF 2009 - Call for papers
University of Ioannina, Greece is pleased to announce Call for papers on Applied Economics and Finance. Deadline of submission is April 3, 2009, for more information see opprotunities of PhD students page.
21/10/2008 - Rare Discussion Series with prof. Geoffrey Carliner
We would like to invite all the students and faculty members to the discussion session with prof. Geoffrey Carliner on the topic: "The National Bureau of Economic Research and the American Economics Profession". The session will be held 5.11.2008 from 18:30 at room 206 IES.
17/10/2008 - Open Call for Trainees at IPSC
IPSC is opening 3-12 month traineeship positions which would enable students or recent graduates to practise what they have acquired during their studies. Deadline for applications is 21 Nov. 2008. More information can be found at opportunities for PhD students pages.
17/10/2008 - Information meeting about GAUK Applications
All PhD students, especially first year and second year students are warmly invited to the information meeting where we will discuss the most common questions about the GAUK applications. The meeting is based on the idea to help all the students with their applications. It will be held Monday, 20th October 2008, at 15:00, room 105.
16/10/2008 - 67th International Atlantic Economic Conference Rome, Italy
International Atlantic Economic Society invite you to participate in the 67th International Atlantic Economic Conference held 11-14 March 2009 in Rome, Italy. The deadline for submittion of abstracts is 1 November 2008. For more information see opportunities for PhD students pages
10/10/2008 - The Central Bank of Cyprus Seeks Research Interns
The Central Bank of Cyprus wishes to appoint research interns. The length of appointment will be flexible and will vary from three to twelve months. Applications from PhD students from European Union are welcome until 1 December 2008. For more information see opportunities for PhD students pages.
16/09/2008 - 5th biennial CSE Conference 2008
5th biennial CSE conference will take place 29th, November 2008 in Prague. Deadline for submission of extended abstracts (800-1200 words) or full papers is 30th September, 2008. Submissions need to be sent to c-s-e@volny.cz along with filled application form. All the IES PhD students are strongly advised to participate actively at the conference
14/08/2008 - One Month Stipend - Summer Semester 2009
only for Czech and Slovak students
13/08/2008 - European Visiting Research Fellowships in Scotland
Caledonian Research Foundation with The Royal Society of Edinburgh announces an awards for visiting research in Scotland supporting research in the Arts, Humanities and Social Sciences. Deadline for applications is 3 November 2008.
19/02/2008 - JEM061 Quantitative Finance II
only in czech
