2016 spring 3 hours meeting
1st | April | 14th | Statistics | Komatsu | Set theory |
Time series | Katafuchi | VAR(1) models, VAR(2) models, VAR(p) models | |||
Panel | Delgado | Maximum likelihood estimation | |||
2nd | 21st | Statistics | Yang | The probability set function | |
Finance | Afego | Nonsynchronous trading, the bid-ask spread | |||
DSGE | Komatsu | Firms, equilibrium | |||
3rd | 28th | Statistics | Du | Conditional probability and independence | |
Research | Ndirangu | Efficiency of energy subsidies and renewable energy investments in an eneironment with stochastic energy price | |||
4th | May | 12th | Statistics | Pangara | Random variables |
Research | Delgado | The process of convergence between the Japanese prefectures: 1955-2012 | |||
5th | 19th | Statistics | Saito | Discrete random variables | |
Time series | Katafuchi | Estimation | |||
DSGE | Komatsu | Equilibrium | |||
6th | 26th | Statistics | Takeuchi | Continuous random variables | |
Finance | Afego | Distributional properties of event firms and some methodological refinements to tests of long-horizon abnormal performance | |||
DSGE | Pangara | Equilibirum dynamics under alternative monetary policy rules | |||
7th | June | 2nd | Statistics | Yang | Expectation of a random variable |
Time series | Katafuchi | Order selection, model checking | |||
8th | 9th | Statistics | Du | Some special expectations | |
DSGE | Komatsu | Equilibirum dynamics under alternative monetary policy rules | |||
9th | 23rd | Research | Pangara | Monetary policy shocks dynamic response | |
Time series | Katafuchi | Linear constraints, forecasting, impulse response functions, forecsting error variance decomposition | |||
Research | Delgado | Fukao et al. 2015 Regional factor inputs and convergence in Japan: A macro-level analysis, 1955-2008 RIETI DP | |||
10th | 30th | Statistics | Saito | Important inequalities | |
DSGE | Pangara | Equilibirum dynamics under alternative monetary policy rules | |||
11th | July | 7th | Statistics | Takeuchi | Distributions of two random variables |
Research | Delgado | New results in master thesis | |||
Research | Ndirangu | Renewable energy investments in an environment with stochastic energy prices | |||
12th | 14th | Research | Pangara | Monetary policy shocks dynamic response | |
Time series | Katafuchi | Vector MA models,specifying VMA order, estimation of VMA models | |||
13th | 21st | Research | Afego | Demir et al. (2004) Momentum returns in Australian equities, Pacific-Basin Finance Journal | |
Research | Delgado | The process of convergence between the Japanese prefectures: 1955-2012 | |||
DSGE | Komatsu | The efficient allocation, sources of suboptimality in the basic new Keynesian model | |||
14th | September | 6th | Research | Pangara | Building an open economy New Keynesian DSGE model for developing country |
15th | 13th | Research | Delgado | Aiyar et al. (2013) Growth slowdowns and the middle-income trap, IMP WP | |
Research | Afego | Iihara et al. (2004) The winner-loser effect in Japanese stock returns, Japan and the World Economy | |||
Finance | Yang | Asset returns | |||
16th | 20th | Time series | Du | Multivariate linear time series | |
17th | 27th | Research | Afego | Cross-sectional dependence and short-run price and volume reaction to the changes in the Nikkei 225 index | |
Research | Augusto | Survival models |