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Ulm Maren

HEC Liège : Support à la recherche

HEC Liège Research

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Main Referenced Co-authors
Hartmann, M. (7)
Herwartz, H. (6)
Hambuckers, Julien  (2)
Hartmann, Matthias (2)
Herwartz, Helmut (2)
Main Referenced Keywords
inflation targeting, inflation uncertainty, stochastic volatility (2); inflation uncertainty (2); stochastic volatility (2); Disagreement (1); Ex ante and ex post inflation uncertainty (1);
Main Referenced Disciplines
Quantitative methods in economics & management (9)
Macroeconomics & monetary economics (2)
Computer science (1)

Publications (total 12)

The most downloaded
98 downloads
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 https://hdl.handle.net/2268/266453
The most cited
5 citations (OpenCitations)
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 https://hdl.handle.net/2268/267798

Ulm, M., & François, V. (2022). Automatic Algorithm Configuration.

Hartmann, M., Herwartz, H., & Ulm, M. (July 2022). Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model. Macroeconomic Dynamics, 5, 1302-1337.
Peer Reviewed verified by ORBi

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
Peer Reviewed verified by ORBi

Hambuckers, J., & Ulm, M. (02 December 2019). Interest rate differentials and the dynamic asymmetry of exchange rates. Paper presented at 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 presented at Annual conference of the International Association for Applied Econometrics (IAAE), Montreal, Canada.
Peer reviewed

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
Peer Reviewed verified by ORBi

Hartmann, M., Herwartz, H., & Ulm, M. (2017). Inflation targeting under inflation uncertainty - Multi-economy evidence from a stochastic volatility model. Paper presented at Spring Meeting of Young Economists, Halle, Germany.
Peer reviewed

Hartmann, M., Herwartz, H., & Ulm, M. (28 October 2016). A multi-economy investigation on time-varying inflation uncertainty and its determinants. Poster session presented at European Seminar on Bayesian Econometrics, Venice, Italy.
Peer reviewed

Hartmann, M., Herwartz, H., & Ulm, M. (March 2016). A multi-economy investigation on time-varying inflation uncertainty and its determinants. Poster session presented at Fourth Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik "Statistics under one Umbrella", Goettingen, Germany.
Peer reviewed

Hartmann, M., Herwartz, H., & Ulm, M. (28 November 2015). A multi-economy investigation on time-varying inflation uncertainty and its determinants. Poster session presented at Macroeconometric Workshop, Berlin, Germany.
Peer reviewed

Hartmann, M., Herwartz, H., & Ulm, M. (2015). A multi-economy investigation on permanent and transitory inflation uncertainty. Paper presented at 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 presented at Workshop on Uncertainty and Probabilistic Forecasting during the Financial and Economic Crisis, Heidelberg, Germany.

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