G30 Topics in Economics (Macroeconometrics II)
1st | September | 30th | Macro | Xu | pp.91-105. | Introducing asset prices in the behavioral model, simulating the model, should the Central Bank care about stock prices?, |
inflation targeting and macroeconomic stability, the trade-off between output and inflation variability | ||||||
2nd | October | 2nd | Nonliner | Bala | pp.65-77. | Consistent misspecification tests, LM or score test, Locally equivalent alternatives, nonlinear model only identified under the alternative |
3rd | 9th | Macro | Xu | pp.107-125. | Fundamentalists are biased, shocks and trade-off, further extensions of the basic model, the correlation of output movements and animal spirits, | |
model predictions, transmission of monetary policy shocks | ||||||
4th | 16th | Nonlinear | Bala | pp.77-91. | Nonlinear model only identified under the alternative, testing linearity unspecified alternatives, | |
comparing parametric linearity tests using asymptotic relative efficiency | ||||||
5th | 23rd | Macro | Xu | De Grauwe and Kaltwasser (2012) Animal spirits in the foreign exchange market, Journal of Economic Dynamics and Control | ||
6th | 30th | Nonlinear | Bala | pp. 92-107. | Generalizing the Chow test, LM type tests, tests based on recursive estimation of parameters | |
7th | November | 6th | Macro | Xu | De Grauwe and Kaltwasser (2012) Animal spirits in the foreign exchange market, Journal of Economic Dynamics and Control | |
8th | 13th | Nonlinear | Bala | pp. 107-116. | Tests based on recursive estimation of parameters, nonparametric linearity tests | |
9th | 19th | Macro | Xu | De Gruwe and Markiewicz (2012) Leraning to forecast the exchange rate | ||
10th | December | 4th | Nonlinear | Bala | pp.116-132. | Nonparametric linearity tests, testing for specific functional forms, selecting lags |
11th | 11th | Macro | Xu | De Gruwe and Markiewicz (2012) Leraning to forecast the exchange rate | ||
12th | 18th | Canceled | ||||
13th | January | 8th | Nonlinear | Bala | pp.133-150. | Testing for additivity and interaction, tests for partial linearity and semiparametric modelling, tests of independence |
14th | 15th | Research | Deng | Master thesis | ||
15th | 22nd | Research | Katafuchi | Master thesis | ||
Research | Zheng | Master thesis | ||||