Harald Uhlig
Curriculum Vitae
update: August 2006
Personal data:
Full name: Harald Friedrich Hans Volker Sigmar Uhlig
e-mail: uhlig@wiwi.hu-berlin.de
Home page: http://www.wiwi.hu-berlin.de/wpol/html/uhlig/uhlig.html
Office address:
School of Bus. Admin.
and Econ.
Institute for
Economic Policy
Humboldt University
Spandauer Str. 1
10178 Berlin
GERMANY
Home address :
Neidenburger Allee 22
14055 Berlin
GERMANY
Phones:
(+49) (0) 30 - 30 10 63 10 (home)
(+49) (0) 30 - 2093 5927 (office)
(+49) (0) 30 - 2093 5926 (secretary: Susann Röthke)
(+49) (0) 30 - 2093 5934
Date of birth : 26 April 1961
Place of birth : Bonn, FRG
Citizenship : German
Major fields of
concentration:
Main: Macroeconomics
Topics of Interest:
Applied quantitative theory and applied dynamic, stochastic general
equilibrium theory:
- Business Cycles
- Growth
- Dynamic Contracts
- Psychological Foundations of Dynamic
Decision Theory
- Economic Policy
The Intersection of Macroeconomics and Financial Economics:
- Monetary Economics
- Asset Pricing
- Financial Crises
Methods:
- Vector Autoregressions
- (Bayesian) time series econometrics
- Numerical
Methods
Education:
Ph.D. in economics,
University of Minnesota, 1990
Diplom in mathematics, Technische Universität Berlin,
1985
Vordiplom in economics, Technische Universität
Berlin, 1983
Vordiplom in mathematics, Technische Universität
Berlin, 1982
Abitur (high school diploma),
Waldoberschule Berlin, 1979
Positions held
- 2004-... : Forschungsprofessor
(Guest Researcher)
at the Bundesbank
- 2002-... : Forschungsprofessor (Guest
Researcher) at DIW Berlin
- 2000 -... : Professor of Economics at Humboldt
University, Berlin. Visiting
professor for CentER for Economic Research,
Tilburg University (the Netherlands).
- 1999-2000: Visiting Professor at the Department of
Economics, Stanford University (sabbatical from Tilburg University)
- 1994 - 2000: Research Professor for Macroeconomics, CentER for Economic Research, Tilburg University (the
Netherlands).
- 1993, 1994 : Guest Lecturer ("Lehrstuhlvertretung"),
University of Bonn, Germany.
- 1992 - 1993 : Sabbatical from Princeton, visiting CES
(Munich), Bonn and Chicago (Visiting Assistant Professor).
- 1990 - 1994 : Assistant Professor, Department of
Economics, Princeton University.
- 1986 - 1989 : Research Assistant for Professor
Christopher A. Sims at the Federal Reserve Bank of Minneapolis and at the
Institute for Empirical Macroeconomics.
- 1987 : Teaching Assistant, University of
Minnesota. Full responsibility for Econ 3102, "intermediate
macroeconomics," summer school.
- 1982 - 1985 : Student Teaching Assistant
("Tutor") for mathematics at the Technical University of Berlin.
Honors, awards and fellowships:
- December 2005: Frank P. Ramsey Prize for the
best paper in "Macroeconomic Dynamics" during the second four
years of publication, 2001-2004, for the article "The Sharpe Ratio
and Preferences: A Parametric Approach," MD, vol. 6, no. 2 (April 2002), 202-241,
joint with Martin Lettau.
- December 2003: Elected Fellow of the
Econometric Society
- October 2003: Gossen-Preis
of the Verein für Socialpolitik
- May 1990 : Participant of the Review of
Economic Studies European Meetings of seven recent Ph.Ds
in economics to present their paper in London, Barcelona and Tel Aviv.
- 1989 - 1990 : Alfred P. Sloan Doctoral Dissertation
Fellowship, Alfred P. Sloan Foundation,
New York.
- 1989 - 1990 : Dissertation Support Award, National
Bureau of Economic Research's Committee on Dissertation Support Awards,
NBER, Cambridge, MA.
- 1986 - 1987 : Graduate School Fellowship, Department of
Economics, University of Minnesota.
- 1985 - 1986 : Fulbright
Scholarship.
- 1981 - 1985 :
Stipendiat der Studienstiftung
des deutschen Volkes (member of the German Scholarship Foundation).
Grants:
- 1998 - 2003: NASEF (New Approaches to the Study of
Business Fluctuations), a TMR network grant, joint with ECARE, Carlos III,
Humboldt U., IMOP, Modena, EUI, UCL (London),
CEPR.
- 2000 - ... : A "Teilprojekt"
in the "Sonderforschungsbereich 373"
of the Department of Economics, Humboldt University Berlin
- 2001 - ... : Involved in raising the funds for the
Deutsche Bank Visiting Professorship for International Research in
Economics at the Department of Economics, Humboldt University.
- 2002 – 2003: Coordinator for the Guest
Professorship for International Research in Economics at Humboldt
University, financed by a grant of Deutsche Bank.
- 2002 - 2006: MAPMU (Macroeconomic Policy Design for
Monetary Unions), a RTN network grant, joint with CREI (Gali, Barcelona), CEPR (Mihov,
London), EPRU (Jensen, Kopenhagen), EUI (Perotti, Florence), LBS (Ravn,
London), GIIS (Wyplosz, Geneva) and UvA (Beetsma, Amsterdam),
see http://www.cepr.org/research/networks/mapmu/
- 2005-2008: Sonderforschungsbereich
("collaborative research center", a
block grant to a number of scientists working together) SFB 649 "Ökonomisches Risiko". http://sfb649.wiwi.hu-berlin.de/. Was elected "Sprecher"
(coordinator) in 2005.
Memberships and Editorships:
- Co-Editor of Econometrica,
since July 2006
- Leader of the CEPR European Business Cycle
Dating Committee, since 2005
- Member of the CEPR European Business Cycle
Dating Committee, since 2003
- Regional Consultant (Austria, Germany) for
the European Winter Meetings of the Econometric Society, since 2003
- Mitglied des
makro-ökonomischen Ausschusses des Vereins für Socialpolitik,
since 2003
- Mitglied des
wissenschaftlichen Beirates des RWI (Essen), since
2003
- Member of the scientific advisory board of
CREI (Barcelona), since 2003
- Vertrauensdozent der
Studienstiftung des deutschen Volkes, since 2002
- Mitglied des
theoretischen Ausschusses des Vereins für Socialpolitik
- Mitglied des ökonometrischen Ausschusses des Vereins für Socialpolitik
- Associate editor for the Journal of
Economic Dynamics and Control, 1995 - 1998
- Assistant editor for the Review of
Economic Studies since 1998 (Associate since 1996).
- Associate editor for Macroeconomic
Dynamics 1997 - 2002
- Co-Editor of the European Economic Review,
1997 - 2001.
- Associate editor of Computational
Economics 1998 - ca. 2002
- Associate editor of Econometric Theory
since 2000
- Associate editor of the Bepress Journal of Macroeconomics since 2000
- Associate editor of the Journal of
Financial Econometrics 2001 - ca. 2004
- "Monitoring the European Central
Bank" (MECB) group, a CEPR initiative, since 1998.
- CEPR Research Fellow (Financial Economics,
International Macroeconomics).
- Econometric Society, American Economic
Association, European Economic Association.
Organizing committees:
- EEA 94 (European Economic Association):
member of the programme committee.
- ESEM 94 (Econometric Society European
Meeting): member of the programme committee.
- EEA 96: member of the programme committee.
- ESEM 96: member of the programme committee
(both for theory and econometrics).
- NAKE day, November 1997.
- ES (Econometric Society) American Winter
Meetings, New Orleans, 1997: member of the programme committee.
- ESEM 98: member of the programme committee
- ESEM 99: member of the programme committee
- Eight World Congress of the Econometric
Society 2000: member of the programme committee
- Winter Meetings of the Econometric Society
2003-2005: member of the programme committee
- Co-organized the “Phillips Curve
Revisited” Conference, together with Gustav Horn (DIW, Berlin) and Dennis Snower (IZA, Bonn), May 2003.
- Organized the Berlin leg of the Review of
Economic Studies European Meetings May 2004.
- Co-organized the April 2005 Barcelona
conference on "Macroeconomics and Reality: 25 years later", in
honour of the work of Christopher A. Sims.
- Co-organized the Bundesbank
spring conference / first SFB 649 conference on "Macroeconomic risk
and policy responses", May 2005, in Berlin.
- Part of the scientific organization
committee of the first Prague-Budapest Spring Workshop in Macroeconomic
Theory, Prague, June 2005.
Articles in refereed
journals:
- "The Eigenfunctions
of a Compact, Weighted Endomorphism," Proceedings American
Mathematical Society, Vol. 98, No. 1, 1986, pp. 89-93.
- "Reasonable Extreme Bounds
Analysis," Journal of Econometrics, Vol. 44, No. 1/2, 1990, pp. 159-
170, with Clive W.J. Granger.
- "Solving Nonlinear Stochastic Growth
Models: A Comparison of Alternative Solution Methods," Journal of
Business and Economic Statistics, Vol. 8, No. 1, 1990, pp. 1-17, with John
B. Taylor.
- "Understanding Unit Rooters: A
Helicopter Tour," Econometrica, Vol. 59,
No. 6, 1991, pp. 1591- 1599, with Christopher A. Sims.
- "The Timing of Information in a
General Equilibrium Framework," Journal of Economic Theory, Vol. 59,
No. 2, 1993, pp. 275-287, with Jonathan Berk.
- "The Impact of Large Portfolio
Insurers on Asset Prices," Journal of Finance, Vol. 48, No. 5, 1993,
pp. 1943-1956, with Glenn Donaldson.
- "On Jeffrey's Prior When Using the
Exact Likelihood Function," Econometric Theory, Vol. 10, Nos. 3/4,
1994, pp. 633-644.
- "What Macroeconomists Should Know
About Unit Roots: A Bayesian Perspective," presented at the Yale-NSF
Conference "Bayes Methods and Unit
Roots", Econometric Theory, Vol. 10, Nos. 3/4, 1994, pp. 645-671.
- "On Singular Wishart
and Singular Multivariate Beta Distributions," Annals of Statistics,
Vol. 22, No. 1, 1994, pp. 395-405.
- "A Law of Large Numbers for a Large
Economy," Economic Theory, vol. 8, 1996, pp. 41-50.
- "Increasing the Capital Income Tax
May Lead to Faster Growth," with Noriyuki Yanagawa,
European Economic Review, 40 (1996), 1521-1540.
- "Bayesian Vector Autoregressions
with Stochastic Volatility," Econometrica,
vol. 65, no. 1 (January, 1997), 59-73
- "Rules of Thumb versus Dynamic
Programming,'' with Martin Lettau, American
Economic Review, vol. 89, no. 1 (March, 1999), 148-174.
- "Growth and the Cycle: Creative
Destruction versus Entrenchment,'' with Erik Canton, Journal of Economics,
vol. 69 (1999), no. 3, 239-266.
- "Fickle Investors: An Impediment to
Growth?'', with Andrew Scott, European Economic Review 43 (1999),
1345-1370.
- "Can Habit Formation be Reconciled
with Business Cycle Facts?'' with Martin Lettau,
Review of Economic Dynamics, vol. 3, 79-99 (2000).
- "An Analysis of the Stability Pact,''
with Roel Beetsma, The
Economic Journal, October 1999, 546-571.
- "Tax Policy and Aggregate Demand
Management under Catching Up with the Joneses,'' with Lars Ljungqvist, American Economic Review, June 2000, vol.
90, no. 3, 356-366
- "What is the real story for interest
rate volatility,'' with Andreas Hornstein, German
Economic Review, inaugural issue vol. 1, issue 1, February 2000, 43-67.
- "Should we be Afraid of Friedman's
Rule?", Journal for Japanese and International Economics, 14, 261-303
(2000).
- "The Sharpe Ratio and Preferences: A
Parametric Approach," joint with Martin Lettau,
Macroeconomic Dynamics, 6(2), April 2002, 242-65
- "On Adjusting the HP-Filter for the
Frequency of Observations," joint with Morten
Ravn, Review of Economics and Statistics, 84(2),
May 2002, 371-76
- "What are the effects of monetary policy
on output? Results from an agnostic
identification procedure.", Journal of Monetary Economics 52 (2005),
381-419.
- "Towards a Monthly Business Cycle
Chronology for the Euro Area," joint with Emanuel Mönch,
Journal of Business Cycle Measurement and Analysis, vol. 2, no. 1 (2005),
43-69.
- "Employment duration and resistance
to wage reductions," joint with M. Burda,
W. Güth and G. Kirchsteiger,
Homo Oeconomicus, 22, 169-189.
- "Competitive Risk Sharing Contracts
with One-Sided Commitment.", joint with Dirk Krüger,
Journal of Monetary Economics, forthcoming.
- "Debt Contracts and Collapse as
Equilibrium Phenomena," joint with Hans Gersbach,
Journal of Financial Intermediation, 15 (2006), 556-574.
Published articles and
other publications (not refereed:)
- "Erratum: Reasonable Extreme-Bounds
Analysis," Journal of Econometrics, Vol. 51, Nos. 1/2 1992, pp.
285-286, with Clive W.J. Granger.
- "Increasing the Capital Income Tax
Leads to Faster Growth," extended abstract, Conference Volume, GMÖOR
(Gesellschaft für Mathematik, Ökonomie und
Operations Research), September 1992, published 1993.
- "Comments on 'Bayesian Analysis of
Stochastic Volatility', by E. Jacquier, Polson
and P. Rossi", Journal of Business and Economic Statistics, Vol. 12,
No. 4, 1994, pp. 410-412.
- "Effort and the Cycle: A Short
Summary," joint with Yexiao Xu, in P. Kleinschmidt, A. Bachem, U. Derigs, D.
Fisher, U. Leopold-Wildburger, R. Moehring (eds.), Operations Research Proceedings 1995,
Conference Volume, Springer Verlag, Berlin
(1996), 235-240.
- "Comment on 'Uncertainty, instrument
choice, and the uniqueness of Nash equilibrium: microeconomic and
macroeconomic examples' " by Dale W. Henderson and Ning S. Zhu, in: Sylvester C.W. Eijffinger
and Harry P. Huizinga (Eds.), Positive Political
Economy: Theory and Evidence, Cambridge University Press, Cambridge, 1998,
pp. 154-161.
- ``Capital Income Taxation and the
Sustainability of Permanent Primary Deficits,'' in Steven Brakman, Hans van Ees and
Simon K. Kuipers, eds., Market Behaviour and
Macroeconomic Modelling, Macmillan Press LTD, 1998, 309-337.
- The ECB: Safe at Any Speed? Monitoring the
European Central Bank 1. A CEPR report.
Authors: David Begg, Paul de Grauwe, Francesco Giavazzi, Harald Uhlig, Charles Wyplosz. CEPR,
1998.
- "The robustness of identified VAR
conclusions about money: A Comment", Carnegie-Rochester conference
series, vol. 49, December 1998, pp. 245-263.
- "A toolkit for analysing nonlinear
dynamic stochastic models easily," in Ramon Marimon
and Andrew Scott, eds, Computational Methods for
the Study of Dynamic Economies, Oxford University Press, Oxford (1999),
30-61.
- MECB Update. A CEPR report, authors: David
Begg, Paul de Grauwe,
Francesco Giavazzi, Harald
Uhlig, Charles Wyplosz,
1999.
- "Discussion" of a paper by
McCallum, conference volume, Bundesbank,
forthcoming.
- "The Role of National Central Banks
and of Different Policy Cultures", in Charles Wyplosz,
ed., The Impact of EMU on Europe and the Developing Countries, WIDER
Studies in Development Economics, Oxford University Press, 2001, pp. 76-110.
- Book review of Kenneth L. Judd, Numerical
Methods in Economics, Journal of
Economic Methodology, vol. 8, no. 3, December 2001.
- Definining a Macroeconomic Framework for
the Euro Area. Monitoring the European Central Bank 3. A CEPR report. Authors: Alberto
F. Alesina, Olivier J. Blanchard, Jordi Gali, Francesco Giavazzi Harald Uhlig. CEPR, March 2001.
- "How well do we understand business
cycles and growth? Examining the data with a real business cycle model", in Franz, Wolfgang: Ramser,
H.-J.; Stadler, M. (eds), Empirische
Wirtschaftsforschung: Methoden und Anwendungen, vol 32,
Wirtschaftswissenschaftliches Seminar Ottobeuren 2002, Ottobeuren,
09.2002. Mohr Siebeck, Tübingen, 2003, pp. 295-319.
- “One money, but many fiscal policies in Europe:
what are the consequences?”, in M. Buti,
Monetary and Fiscal Policies in EMU, Cambridge University Press, 2003, pp.
29-56.
- The Monetary Policy Strategy of the ECB
Reconsidered. Monitoring the European Central Bank 5. A CEPR report,
Authors: Jordi Galí,
Stefan Gerlach, Julio Rotemberg,
Harald Uhlig, Michael
Woodford. CEPR, 2004.
- Discussion - Comments on ''Optimal fiscal
and monetary policy under imperfect competition'', Journal of
Macroeconomics 26 (2004), 211-217.
- "Do Technology Shocks Lead to a Fall
in Total Hours Worked?", Journal of the European Economic
Association, April-May 2004, 2(2-3): 361-371.
- "Comment" on "The
Macroeconomic Effects of Inflation Targeting" by Andrew T. Levin,
Fabio M. Natalucci, and Jeremy Piger, in The Federal Reserve Bank of St. Louis
Review, July/August 2004, vol. 86, no. 4
- "Kydland
und Prescott: Die dynamische Makro", WISU -
Das Wirtschaftsstudium, December 2004,
1455-1457.
- "Comment" on "Monetary
Policy in Real Time" by Domenico Giannone, Lucrezia Reichlin and Luca Sala, in
NBER Macroeconomics Annual 2004, MIT Press, Cambridge MA, 2005, pp.
201-215.
Dissertation:
"Costly Information
Acquisition, Stock Prices and Neoclassical Growth,"; supervisor: C.A.
Sims.
A partial list of
activities:
- 1989 : Invited participant in the International
Symposium on Evolutionary Dynamics and Nonlinear Economics, April 16-19,
Austin, TX. Presented "Chaos and Linear Autoregressions."
- 1990 : Invited participant of the Review of
Economic Studies Tour of seven recent Ph.Ds in
economics to present their paper in London, Barcelona and Tel Aviv, May.
- 1990 : Invited participant in the Bonn Workshop
in Mathematical Economics, July 1-14, Bonn.
- 1990 : Annual Allied Social Science Association
Meetings, Washington, D.C., December 28-30.
- 1991: NBER Universities Research Conference on
"The Macroeconomic Effects of Fiscal Policy,", May 10-11.
- 1991 : NBER Summer Institute, "Financial
Markets and Monetary Economics," July 15-18.
- 1991: Northwestern
University Summer Workshop in Economics on "Economic Dynamics,"
July 23-27.
- 1991 : Econometric Society European Meeting,
Cambridge (U.K.), September 2-6. Presented "Can a Government Run a
Deficit Forever?"
- 1992: Annual Allied Social Science Association
Meetings, New Orleans, January 3-4. Chaired a session on Bayesian
Econometrics.
- 1992 : NBER Review Conference for NBER-NSF
Dissertation Support. Presented thesis.
- 1992 : NBER Macroeconomics Annual Conference,
March 6-7.
- 1992 : Yale-NSF Conference on Bayes
Methods and Unit Roots, April 24-25. Presented "What Macroeconomists
Should Know About Unit Roots as Well: The Bayesian Perspective."
- 1992 : Society for Economic Dynamics and Control
Meetings, Montreal, June 10-12. Presented "Increasing the Capital
Income Tax Leads to Faster Growth."
- 1992 : GMÖOR Meetings
(Gesellschaft für Mathematik, Ökonomie und Operations
Research), Hamburg, August 25-28. Presented "Increasing the Capital Income Tax Leads to Faster
Growth" as invited speaker.
- 1992 - 1993 : Sabbatical from Princeton, visiting CES
(Munich), Bonn and Chicago.
- 1994 : Northwestern University Summer Workshop,
July 24-31.
- 1994 : Econometric Society European Meeting and
European Economic Association Meeting in Maastricht (The Netherlands),
August 29-September 5: member of both programme committees. Presented
"Transition and Financial Collapse" as well as "Rules of
Thumb and Dynamic Programming."
- 1995: Gave NAKE course on business cycles.
- 1995 : CEPR meetings in Bonn, Jerusalem, Perugia (Italy) and Gerzensee
(Switzerland). Presented "Transition and Financial Collapse,"
"Can Habit Formation be Reconciled with Business Cycle Facts,"
and "Rules of Thumb and Dynamic Programming."
- 1995 : SEDC meeting in Barcelona. Presented
"Effort and the Cycle: Cyclical Implications of Efficiency
Wages," chairing the session.
- 1995 : Visitor to the Institute for Empirical
Macroeconomics at the Federal Reserve Bank of Minneapolis in June.
- 1995 : Invited speaker at the GMÖOR (Gesellschaft für Mathematik, Ökonomie und
Operations Research) meetings in Passau,
September 13-15. Presentation of "Effort and the Cycle: What is the
Story?"
- 1996: AEA meetings in San Francisco. Presented
"Can Habit Formation be Reconciled with Business Cycle Facts?"
- 1996 : CEPR meeting in Gerzensee
on Finance and Macroeconomics, January. Discussant.
- 1996: Hydra meeting on Macroeconomics.
Discussant.
- 1996: Visitor to Koc
University, Turkey. May.
- 1996: NBER meeting on Public Finance in
Amsterdam, June. Discussant.
- 1996: Conference on macroeconomics in Groningen,
June. Presented: "Capital Income Taxation and the Sustainability of
Permanent Primary Deficits."
- 1996: Aarhus meeting, June. Presented:
"The Welfare Effects of a Wasted Capital Income Tax Increase in the
Presence of Uninsurable Idiosynchratic
Risk".
- 1996: CEPR Economic Theory Summer Workshop, Gerzensee, July. Presented "Long Term Debt and
the Political Support for a Monetary Union."
- 1996: Northwestern University Summer Workshop,
July 22nd - 28th.
- 1996: ESEM 96 in Istanbul, August. Presented:
"Effort and the Cycle: Cyclical Implications of Efficiency
Wages." Discussant for Danny Quah.
- 1996: Lecturer in the EEA Summer School on
Computational Economics in Florence, September.
- 1996: Conference of the "Verein für Socialpolitik," Kassel,
September. Presented "The Welfare Effects of a Wasted Capital Income
Tax Increase in the Presence of Uninsurable Idiosynchratic
Risk". Discussant.
- 1996: Conference on Financial Markets in London,
November. Presented "The Welfare Effects of a Wasted Capital Income
Tax Increase in the Presence of Uninsurable Idiosynchratic
Risk". Discussant.
- 1996: CEPR meeting, Barcelona, November.
Presented: "Long Term Debt and the Political Support for a Monetary
Union."
- 1996: CEPR meeting, Florence, December.
Presented: "Long Term Debt and the Political Support for a Monetary
Union."
- 1997: CEPR meeting Perugia.
Discussant.
- 1997: Gave NAKE course on business cycles.
- 1997: NBER "Money" meeting, April,
Boston. Presented: "Long Term Debt and the Political Support for a
Monetary Union."
- 1997:Visitor to the Stockholm Institute of
International Economics, April.
- 1997: Geneva-Venice Theory workshop, June,
Venice. Presented: "Rules of Thumb versus Dynamic Programming".
- 1997: CEPR meeting Santiago, June. Co-Author
Martin Lettau presented paper "Volatility
Bounds and Preferences: An Analytical Approach" (new title).
- 1997: NBER summer workshop, July, Boston.
Presented: "What are the effects of monetary policy? Results from an
agnostic identification procedure."
- 1997: Visiting professor at the University of
Rochester, October 1997. Taught six lectures of three hours in the
graduate first-year course in macroeconomics.
- 1997: Carnegie-Rochester Conference on Public
Policy, November (Pittsburgh). Discussant of Faust.
- 1998: Visit to UCLA, January. Gave four
lectures in a graduate course on ``Monetary Policy: A VAR approach.''
- 1998: CEPR meeting Madrid, January. Presented:
"What are the effects of monetary policy? Results from an agnostic
identification procedure."
- 1998: CEPR meeting York, March. Presented: ``An
Analysis of the Stability Pact.''
- 1998: Verein fur Socialpolitik, ökonometrischer Ausschuß, March. Presented
"What are the effects of monetary policy? Results from an agnostic
identification procedure."
- 1998: CEPR meeting, London, May. Discussant.
- 1998: ISOM meeting, Portugal, June. Presented:
``Fickle International Investors: An Impediment to Growth?'' (joint with
Andrew Scott, LBS).
- 1998:Evaluator of three departments for the Zentrale Evaluationsagentur Niedersachsen.
- 1998:CEPR-Gerzensee summer workshop in finance,
July. Presented: ``Fickle International Investors: An Impediment to
Growth?'' (joint with Andrew Scott, LBS).
- 1998:EEA Summer School on Business Cycles,
Paris, September: gave lecture on ``Modelling Business Cycles''.
- 1999: Bundesbank
Conference, March. Discussant of McCallum.
- 1999: Visitor to the Stockholm Institute of
International Economics, April.
- 1999: Organizer of a CEPR-TMR conference on
"New Approaches to the Study of Economic Fluctuations" on Hydra,
Greece.
- 1999: Verein fur Socialpolitik,
theoretischer Ausschuß, April. Presented "Rules of Thumb versus
Dynamic Programming" (joint with Martin Lettau,
Federal Reserve Bank of New York).
- 1999: ISOM 1999, June. Discussant of Orphanides-Wieland.
- August 1999 - June 2000: Sabbatical, visiting the
economics department at Stanford University and teaching Econ 103, Econ
101.
- 1999: WIDER conference on EMU: The Impact on
Europe and the Developing Countries, November. Presented "The Role of
National Central Banks and of Different Policy Cultures".
- 1999: Conference on Fiscal and Monetary Policy,
UCLA, December. Discussant of Chari.
- 1999: ``Trio'' Conference in Japan. Presented
"Should we be Afraid of Friedman's rule?"
- 2000: Conference at the Bank of Portugal.
Presented "What are the effects of monetary policy? Results from an
agnostic identification procedure."
- 2000: SED conference in
Costa Rica. Presented
"Should we be Afraid of Friedman's rule?"
- 2000: Conference on "Monetary Policy under
Incomplete Information", Gerzensee, Switzerland.
Discussant of Bernanke-Boivin.
- 2001: 9th Annual Texas Monetary Conference,
Rice University, Houston, Texas.
Presented, "Should we be Afraid of Friedman's rule?"
- 2001: CEPR Conference on the Implementation of
Monetary Policy Rules at INSEAD, Fontainebleu. Presented, "Should we be Afraid of
Friedman's rule?"
- 2001: CEPR Conference for New Approaches for
the Study of Economic Fluctuations, Hydra.
Co-author Andy Mountford presented
"What are the effects of fiscal policy shocks?"
- 2001: Invited Lecture at the Alicante Meeting , presenting a lecture on my current
research on identifying monetary and fiscal policy shocks.
- 2002: Invited Paper, "One Money, Many
Countries: What are the Consequences?", presented at a conference of
the European Commission in Brussels.
- 2002: CEPR Conference for New Approaches for
the Study of Economic Fluctuations, Hydra. Presented: "Did the Fed
Surprise the Market in 2001? A Case Study for VARs with Sign
Restrictions"
- 2002: CEPR Conference on Fiscal Policy. Discussant for Roger Farmer.
- 2002: CEPR ESSIM meeting. Presented: "What moves GNP?"
- 2002: Madeira conference of the Bank of
Portugal. Discussant for Jose Scheinkman.
- 2002: NBER Economic Fluctuation Summer Meeting.
Discussant for Valerie Ramey.
- 2002: ESSET Gerzensee
Meeting. Organized a focus session
on recursive contracts. Presented
"Competitive Risk-Sharing Contracts with One-Sided Commitments",
co-author is Dirk Krüger (Stanford University)
- 2002: Invited Participant to the Wirtschaftswissenschaftliche Seminar Ottobeuren.
Presented: “How well do we understand business cycles and
growth? Examining the data with a
real business cycle model.”
- 2002: Berlin
Marathon in 3:44:06.
- 2002: Verein für Socialpolitik, Insbruck. Presented: "What moves GNP?"
- 2003: Konferenz at
the Atlanta Federal Reserve Bank, Discussant for Frank Schorfheide.
- 2003: Bundesbank
Konferenz in Eltville. Discussant for Schmitt-Grohe and Uribe.
- 2003: SED Konferenz
Paris. Presented „What moves GNP“?
- 2003: Participant in an invited EEA session. Presented “Do Technology Shocks lead to
a Fall in Total Hours Worked?”
- 2003: Konferenz at
the St. Louis Federal Reserve Bank.
Discussant for Levin, Natalucci and Piger.
- 2003: ECB conference. Presented “What moves GNP?”
- 2003: Berlin
Marathon in 3:25:06.
- 2004: Ökonometrischer Ausschuß. Presented "What moves GNP?"
- 2004: NBER Macroeconomics Annual,
Boston. Discussant for Giannone-Reichlin-Sala paper.
- 2004: Portugal Conference, Discussant
for Cogley-Sargent
- 2004: Invited ESEM lecture,
"Macroeconomics and Asset Markets: Some Mutual Implications."
- 2004: Berlin
Marathon in 3:20:58.
- 2004: CEPR "Bubbles"
Conference in Barcelona. Discussant
for Caballero-Hammour, Jermann-Quadrini
and Pastor-Veronesi
- 2005: Partipant
in ESRC grant evaluation
exercise
- 2005: Visits to the Hebrew
University Jerusalem, Yale, the International Institute for Economics in
Stockholm, NYU, MIT. Taught three
lectures on VARs with sign restrictions at Yale.
- 2005: Discussant of Ravn - Schmitt-Grohé - Uribe, "Deep Habits" at the Northwestern University and EUI conference on
"Inflation, Interest Rates and Relative Prices" at EUI, June
2005.
- 2005: Prague. Participant of the first
Prague-Budapest. Spring Workshop in
Macroeconomic Theory as a member of the scientific committee.
- 2005: Berlin Marathon in 3:21:20.
- 2005: "Policy Relevant Modeling for Central Banks", Zürich,
4th Conference of the Bank of Canada, Federal Reserve Bank of Cleveland
and the SNB Zürich. Presented "Bank finance versus bond
finance: what explains the differences between US and Europe," joint
with Fiorella de Fiore.
Other presentations:
- 1989 - 1995: Queen's, University of Chicago, Norhwestern University, Western Ontario, Yale, NYU
(Finance Dept.), Princeton, University of Pennsylvania, Carnegie-Mellon,
UCLA, UC San Diego, LSE, Autonoma (Barcelona),
Tel Aviv Munich, Bonn, Rotterdam, Oxford, Basel, Bielefeld,
Dortmund, Bergen, CORE, Humboldt University (Berlin), Tilburg University,
UPF, Bern, Wisconsin, University of Minnesota, Federal Reserve Bank of
Minneapolis, University of Illinois in Urbana-Champaign, UBC, Chicago
(Bus. School),
- 1995 - 1997: ECARE, Federal Reserve Bank of
Minneapolis, Tinbergen Institute Amsterdam
(Finance group), University College London, Cambridge, Lissabon
(Central Bank), Koc University, Humboldt
University Berlin, Alicante, Dortmund,
Groningen, Southampton, Stockholm, CEMFI (Madrid), Cologne, Frankfurt,
University of Rochester, London Business School, CORE.
- 1998: FU Berlin, Antwerp, Bundesbank, IGIER (Milan), EUI (Florence),
Bielefeld, ECARE (Brussels), Bonn, Saarbrücken.
- 1999: Cyprus, INSEAD, Stockholm Institute of
International Economics, Stockholm School of Economics, Vienna, Humboldt
University Berlin, "The ECB and its Watchers in Frankfurt",
Stanford University, UCLA, University of Tokyo, Niagata
- 2000: USC, University of Santa Barbara,
Richmond Fed, Wharton, U. of Chicago (Dept. of Econ.), UC San Diego, UC
Davis, UCLA
- 2001: University of Minnesota, Ente Einaudi (Rome), Tilburg
University, Cambridge, CERGE EI (Prague), SFB Meeting in Wulkow, "The ECB and its Watchers" in
Frankfurt, EEA Congress in Lausanne
- 2002: Southampton, London Business
School, European Central Bank, Tilburg University, Milan, Warwick, Cologne
- 2003:
Heidelberg, Mannheim, Tilburg University, Bonn, Alicante,
Carlos III (Madrid)
- 2004: Bielefeld, Bundesbank, LSE,
Tel Aviv, Toulouse, Duke
- 2005:
Hebrew University Jerusalem, St. Andrews, Yale, NYU, MIT, Harvard, EUI, Milan, Kopenhagen, Princeton, Toulouse.
Referee for:
American Economic Review, BePress, Computational Economics, Econometrica,
Econometric Theory, Economic Journal, Economic Theory, European Economic
Review, German Economic Review, International Economic Review, Journal of
Applied Econometrics, Journal of Econometrics, Journal of Economic Dynamics and
Control, Journal of Economics, Journal of Economic Theory, Journal of
Macroeconomics, Journal of Public Economics, Recherches
Economiques de Louvain,
Regional Science and Urban Economics, Review of Economic Dynamics, Review of
Economic Studies, Review of Financial Studies, The Annals of Statistics, Weltwirtschaftliches Archiv, Zeitschrift für Nationalökonomie, Zeitschrift für Wirtschafts- und Sozialwissenschaften.