IWH Research Seminar

Improving Market-Based Systemic Risk Measures

IWH Research Seminar

Granular Credit Risk

What is the impact of granular credit risk on banks and on the economy? We provide the first causal identification of single-name counterparty exposure risk in bank portfolios by applying a new empirical approach on an administrative matched bank-firm dataset from Norway.

IWH Research Seminar

Product Innovation, Product Diversification, and Firm Growth: Evidence from Japan’s Early Industrialization

We explore how firms grow by adding products. In contrast to most earlier work on the topic, our conceptual and empirical framework allows for separate treatment of product innovation (vertical differentiation) and diversification (horizontal differentiation).

IWH Research Seminar

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks

Economists typically make simplifying assumptions to make the solution and estimation of their highly complex models feasible.

IWH Research Seminar

Quantifying Market Power and Business Dynamism in the Macroeconomy

We propose a general equilibrium model with oligopolistic output markets where two channels can cause a change in market power: (i) technology, via changes to productivity shocks and the cost of entry, (ii) market structure, via changes to the number of potential competitors.

Workshops und Konferenzen

11th Workshop Banks and Financial Markets

We invite young academics (PhD students and postdocs) dealing with theoretical or theoretically founded empirical research on banks and financial markets to submit a paper or a project outline for presentation at the 11th Workshop Banks and Financial Markets taking place May 11th and 12th, 2023 at the Halle Institute for Economic Research IWH in Halle (Saale).