G30 Topics in Economics (Applied Econometrics II)
| 1st | October | 6th | Izumi | Research plan | ||
| 2nd | 20th | Bala | Nonlinearities in Japan's financial return volatility from Markov switching GARCH and SV models | |||
| 3rd | 27th | Xu | Cancelled | |||
| 4th | November | 5th | Izumi | Galbraith and Kum (2005) Estimating the inequality of householod incomes, Review of Income and Wealth | ||
| 5th | 10th | Bala | Cai (1994) A Markov model of Switching-Regime ARCH, Journal of Business & Economic Statistics | |||
| 6th | 17th | Xu | Joyce et al. (2011) The United Kingdom's quantitative easing policy, Quarterly Bulletin | |||
| 7th | 20th | Cancelled | ||||
| 8th | December | 1st | Katafuchi | Mixture innovation model | ||
| 9th | 8th | Izumi | Dollar and Krray (2003) Institutions, trade, and growth, Journal of Monetary Economics | |||
| 10th | 15th | Katafuchi | Mixture innovation model | |||
| 11th | 22nd | Xu | Literature review of QE | |||
| 12th | January | 5th | Afego | Fama and French (2012) Size, value, and momentum in international stock returns, Journal of Financial Economics | ||
| 13th | 19th | Delgado Narro | Fomby and Vogelsang (2002) The application of size-robust trend statistics to global-warming temperature series, Journal of Climate | |||
| 14th | 26th | Zheng | Bauwens et al. (2006) Multivariat GARCH models, Journal of Applied Econometrics | |||
| 15th | February | 2nd | Jiang | Sismerio et al. (2012) Modeling coexisting business scenarios with time-series panel data, International Journal of Research in Marketing |