Hambuckers, J., & Ulm, M. (December 2023). On the role of interest rate differentials in the dynamic asymmetry of exchange rates. Economic Modelling, 129. |
Ulm, M., & Hambuckers, J. (28 June 2023). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model [Paper presentation]. Annual Conference of the International Association for Applied Econometrics (IAAE), Oslo, Norway. |
Ulm, M. (May 2023). Introduction to Research Data Management [Paper presentation]. HEC Liège Research Day 2023. |
Standaert, W., Ulm, M., Castro, K., & Allen, J. A. (2023). Exploring the Role of Workplace Meetings in Modern Work Arrangements [Paper presentation]. 18th INGroup Conference. |
Ulm, M., & François, V. (2022). Automatic Algorithm Configuration. |
Hartmann, M., Herwartz, H., & Ulm, M. (2022). Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model. Macroeconomic Dynamics, 5, 1302-1337. doi:10.1017/S1365100520000565 |
Ulm, M., & Hambuckers, J. (2022). Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. Journal of Empirical Finance, 65, 125-148. doi:10.1016/j.jempfin.2021.12.004 |
Hambuckers, J., & Ulm, M. (02 December 2019). Interest rate differentials and the dynamic asymmetry of exchange rates [Paper presentation]. Seminar of the Quantitative Economics research group, Maastricht University. |
Hartmann, M., Herwartz, H., & Ulm, M. (29 June 2018). Inflation targeting under inflation uncertainty: Multi-economy evidence from a stochastic volatility model [Paper presentation]. Annual conference of the International Association for Applied Econometrics (IAAE), Montreal, Canada. |
Hartmann, M., Herwartz, H., & Ulm, M. (2017). Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model [Paper presentation]. Spring Meeting of Young Economists, Halle, Germany. |
Hartmann, M., Herwartz, H., & Ulm, M. (2017). A comparative assessment of alternative ex ante measures of inflation uncertainty. International Journal of Forecasting, 33 (1), 76-89. doi:10.1016/j.ijforecast.2016.08.005 |
Hartmann, M., Herwartz, H., & Ulm, M. (28 October 2016). A multi-economy investigation on time-varying inflation uncertainty and its determinants [Poster presentation]. European Seminar on Bayesian Econometrics, Venice, Italy. |
Hartmann, M., Herwartz, H., & Ulm, M. (March 2016). A multi-economy investigation on time-varying inflation uncertainty and its determinants [Poster presentation]. Fourth Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik "Statistics under one Umbrella", Goettingen, Germany. |
Hartmann, M., Herwartz, H., & Ulm, M. (28 November 2015). A multi-economy investigation on time-varying inflation uncertainty and its determinants [Poster presentation]. Macroeconometric Workshop, Berlin, Germany. |
Hartmann, M., Herwartz, H., & Ulm, M. (2015). A multi-economy investigation on permanent and transitory inflation uncertainty [Paper presentation]. Rhenish Multivariate Time Series Econometrics (RMSE) Workshop, Cologne, Germany. |
Hartmann, M., Herwartz, H., & Ulm, M. (14 October 2014). A multi-economy investigation on permanent and transitory inflation uncertainty [Paper presentation]. Workshop on Uncertainty and Probabilistic Forecasting during the Financial and Economic Crisis, Heidelberg, Germany. |