G30 Topics in Economics (Time Series Econometrics II)

Syllabus

1st October 3rd Guidance
2nd 16th Afego Dzielinski (2012) easuring economic uncertainty and its impact on the stock market, Finance Research Letters
3rd 23rd Cancelled
4th 30th Delgado Narayan and Popp (2010) A new unit root test with two structural breaks in level and slope at unknown time,
Journal of Applied Statistics
5th November 6th Katafuchi Wage inequality in Taiwan
6th 13th Kasagi Ordonez-Matamoros and Cozzens (2010) International co-authorship and research team performance in Colombia,
Review of Policy Research
7th 20th Hao Cancelled
8th 27th Komatsu Gali (2016) Insider-outsider labor markets, hysteresis and monetary policy
9th December 4th Liu Rajan and Ramcharan (2015) The anatomy of a credit crisis, American Economic Review
10th 11th Chang Rey (2013) Dilemma not trilemma
11th 18th Fang Borge and Rattso (2004) Income distribution and tax structure, European Economic Review
12th 25th Ahmed Acemoglu et al. (2001) The colonial origins of comparative development, American Economic Review
13th January 22th Hao Rose (2014) The bond market, NBER WP
14th 29th Saito The announcement effect of bilateral trade agreements on share prices
Du Modeling exchange rate volatility of CNH/JPY with realized GARCH models
15th February 5th Cancelled