Hermann Otto Hirschfeld Lecture Series 2013

Sharpe Ratios in Macroeconomics and Financial Health Economics

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Harald Uhlig

Professor of Economics Department of Economics University of Chicago

18th October 2013


Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität zu Berlin
Spandauer Str. 1
D-10178 Berlin

In memory of Hermann Otto Hirschfeld

The Lecture Series is named after a remarkable German American scientist Hermann Otto Hirschfeld (H. O. Hartley or shortly known as HOH). After starting his academic career in Germany, he immigrated to England. Later on in 1953 he became Visiting Research Professor at Iowa State College (today: Iowa State University). As a brilliant statistician he was the 74th president of the ASA (American Statistical Association). He had a lot of earnings in establishing statistics as an important scientific area at American universities. In 1963 he founded Texas A&M University's Institute of Statistics. At that time Texas A&M had no formal statistical effort.
In this spirit the Hermann Otto Hirschfeld Lectures at Humboldt-University are given in memory of an excellent scientist and an advocate of quantitative methods since 2003.

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About Harald Uhlig

Harald Uhlig is Professor in Economics at the Economics Department of the University of Chicago since 2007. From 2000 to 2007, he was Professor for Economic Policy at the Humboldt University of Berlin. Further academic stations include the economic departments at Stanford, Princeton, Minnesota, Bonn and Tilburg. Harald Uhlig works at the interface between financial markets and macroeconomics and is a specialist in the field of applied quantitative and equilibrium theory. He made important contributions in the study of macroeconomic effects of monetory and fiscal policy and the analysis of growth models. Harald Uhlig is the recipient of the Frank P. Ramsey Prize and the Gossen Preis of the Verein für Socialpolitik. He is elected fellow of the econometric Society and head editor at the Journal of Political Economy.

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9:00-9:30 Registration

9:30-10:00 Official Welcome

10:00-11:30 Lecture 1: Sharpe Ratios in Macroeconomics

Easy EZ in DSGE
Bayesian Estimation of a DSGE Model with Asset Prices

11:30-13:30 Lunch and Coffee Break

13:30-15:00 Lecture 2: Financial Health Economics

Financial Health Economics

Registration: register here

Organisation and Contact Information

Prof. Michael C. Burda PhD
Gökhan Cebiroglu

Humboldt-Universität zu Berlin
C.A.S.E. - Center for Applied Statistics and Economics
School of Business and Economics
Spandauer Str. 1
D-10178 Berlin

Tel.:+49 (0)30 2093-5725