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Institute of Economics

Econometrics and Statistics

Visitor Address:

Campus B (09.21), level 3
Blücherstr.17
D-76185 Karlsruhe

 

[Link Campusplan]

Postal Address

Karlsruher Institut für Technologie (KIT)
Institut für Volkswirtschaftslehre (ECON)
Lehrstuhl für Ökonometrie und Statistik (STAT)
Postfach 6980
D-76049 Karlsruhe

Team Assistant

Tel.: +49 721 608-42042
Fax: +49 721 608-43811
E-Mail: Sekretariat

Building 09.21, Room 309.2

Office hours:

Tue 10 - 12 Uhr
Thu 10 - 12 Uhr

Welcome at the Chair of Econometrics

Team_Lehrstuhl

Allgemeine News

Move

On December 1, 2016, the institute moved into new premises at Blücherstraße 17 in the Karlsruhe-Mühlburg district.

 

NEWS

Recent Publications

F. Betz, N. Hautsch, T. Peltonen, M. Schienle (2016) Systemic Risk Spillovers in the European Banking and Sovereign Network, Journal of Financial Stability , [doi:10.1016/j.jfs.2015.10.006]

Carsten Bormann, Julia Schaumburg und Melanie Schienle (2015+) Beyond dimension two: A test for higher-order tail risk , Journal of Financial Econometrics, [doi: 10.1093/jjfinec/nbv022]

Enno Mammen, Christoph Rothe und Melanie Schienle (2015) Semiparametric Estimation with Generated Covariates, Econometric Theory,  [doi:10.1017/S0266466615000134]

Conferences/Research Talks

Prof. Melanie Schienle was invited to give a talk at Amsterdam Econometrics Seminar, Tingenberg Institute, on February 10, 2017.

Prof. Melanie Schienle was invited to give a talk at the research colloquium, University Konstanz, on January 17, 2017.

Prof. Melanie Schienle was invited to give a talk at the research colloquium of Econometrics and Statistics, University Cologne, on January 10, 2017.

Prof. Melanie Schienle was invited to give a talk at CREATES, Aarhus University on September 22, 2016.

 
Research stays

On July 7, 2016 Dr. Julia Schaumburg (VU Amsterdam)  gave a talk  in the workshop „Economics and Finance". Further information as well as the abstract can be viewed here.

On May 19, 2016 Prof. Robert Taylor (University of Essex)  gives a talk  in the workshop „Economics and Finance". Further information as well as the abstract can be viewed here.

From April 27 - 29, 2016, Prof. Nikolaus Hautsch (University of Vienna) was our guest and gave a talk in the workshop „Economics and Finance“(HeiKaMEtrics-Seminar). Further information as well as the abstract can be viewed here.

HeiKaMetrics-Workshop

The second "HeiKaMEtrtics" Ph.D.-candidate workshop held by the Chair of Econometrics of Heidelberg, Karlsruhe and Mannheim took place at the University of Heidelberg on February 18, 2016. Programme

The first "HeiKaMEtrics" workshop was held at the KIT on July 10, 2015. Programme