G30 Topics in Economics (Applied Econometrics II)

Syllabus

1st October 3rd Katafuchi Clarke (1996) Implications of refference priors for prior information and the sample size, Journal of the American Statistical Association
2nd 11th Afego Schmeling (2009) Investor sentiment and stock returns, Journal of Empirical Finance
3rd 17th Delgado Arias and Wen (2016) Relative income traps, Federal Reserve Bank of St. Louis REVIEW
4th 24th Katafuchi Huber et al. (2016) Should I stay or should I go?
5th 31st Saito MacKinlay (1997) Event studies in economics and finance, Journal of Economic Literature
6th November 7th Cancelled
7th 14th Du Faust et al. (2003) Exchange rate forecasting, Joural of International Economics
8th 28th Takeuchi Murphy and Topel. (2016) Human capital investment, inequality and economic growth, NBER WP
9th December 5th Pangara Agenor and Alper (2011) Monetary shocks and central bank liquidity with credit market imperfections, Oxford Economic Papers
10th 12th Guo Baldwin and Jaimovich (2012) Are free trade agreements contagious?, Journal of International Economics
Kiya My study in Kyushu University
11th 19th Komatsu Unemployment and business cycles in Japan: An estimated new Keynesian model
12th January 16th Ssonko The impact of debt on growth
Lahnaoui Statistical arbitrage
23rd 18th Yan Gundersen et al. (2012) The impact of the National School Lunch Program on shild health, Journal of Econometrics
Feng Narayan et al. (2016) Asset price bubbles and economic welfare, International Review of Financial Analysis
14th 30th Li Hansen (2015) Punishment and deterrence, AER
Fengming Beck et al. (2008) Financing patterns around the world, Journal of Financial Economics
15th February 6th Li Energy consumption, polution and carbon emissions in China
Yang Bank ownership reform and bank performance in China