G30 Topics in Economics (Time Series Econometrics I)

Syllabus

1st April 13th Afego Kothari and Warner (2007) Econometrics of event studies, Handbook of Corporate Finance
2nd 20th Cancelled
3rd 27th Afego Kothari and Warner (2007) Econometrics of event studies, Handbook of Corporate Finance
4th May 11th Katafuchi Assessing Japan's economy using mixture innovation model
5th 18th Pangara Macroeconomic effects of natural resource extraction based on DSGE
6th 25th Li Spillover effects of cross listing on local stock market: Evidence from China
7th June 1st Zheng The transmission mechanism of the Greater China
8th 8th Afego Miller and Ward (2015) The market impact on shres entering or leaving JSE indicies, Investment Analysis Journal
9th 15th Katafuchi Liu and Morley (2014) Structural evolution of the postwar U.S. economy
10th 22nd Katafuchi Cancelled
11th 29th Afego A brief survey of studies on price reactions to changes in index composition
12th July 6th Li Spillover effects of cross listing on local stock market: Evidence from China
13th 13th Zhu Correia (2010) Consumption taxes and redistribution, American Economic Review
14th 17th Ndirangu Vedenov, et al. (2006) Entry of alternative fuels in a volatile U.S. gasoline market, Journal of Agricultural and Resource Economics
15th 27th Delgado Banerjee et al. (2012) On the road: Access to transportaion infrastructure and economic growth in China, MIT WP