IER SAS Seminar – 26. 11. 2026 at 10:00 – Jozef Baruník

[EU SAV]

Dear All,

we are pleased to invite you to another Seminar in Empirical Economics taking place at the library of the Institute of Economic Research of the Slovak Academy of Sciences (IER SAS), on:

November 26, 2026 (Thursday) at 10:00 – 11:30

This time, the invitation has been accepted by:

Jozef Baruník
(Institute of Economic Studies, Charles University & Institute of Information Theory
and Automation, the Czech Academy of Sciences, Czech Republic),

delivering a presentation titled:

“The Dynamic Persistence of Economic Shocks”

Abstract:
We propose a novel framework for modeling time-varying persistence in economic time series, allowing for smoothly evolving heterogeneity in shock dynamics. We leverage localized regression techniques to flexibly identify changes in persistence over time, offering a data-driven alternative to traditional parametric models. We applied this methodology to U.S. inflation and stock market volatility data and found substantial persistence variations that align with key macroeconomic events and market conditions. The results reveal previously undetected pockets of predictability and provide significant increases in out-of-sample forecast accuracy. These findings have important implications for economic modeling, forecasting, and policy analysis.


The seminar will be organized in a hybrid form – for those interested, the speaker and a couple of discussants will be present in the library of IER SAS.


Link:
https://teams.microsoft.com/l/meetup-jo ... d04a%22%7d


If you know of anyone who might be interested in this topic, please forward this information on.

More information about the seminars can be found at:
https://ekonom.sav.sk/en/empiricke-seminare11

If you prefer not to receive seminar invitations, please feel free to reach out to:
maria.lackova@savba.sk