2017 spring meeting

1st April 20th Statistics Takeuchi The multivariate Normal distribution
Research Du Ikeda (2016) A fractal analysis for the US market, Kobe U DP
Research Delgado Bulman et al. (2017) Transitioning from low-income growth to high-income growth, Journal of the Asia Pacific Economy
2nd May 1st Statistics Ssonko t and F-distributions
Research Kiya Winner decision for two player TANHINMIN
Research Pangara Solving closed economy DSGE model in Excel
3rd 11th Statistics Lahnaoui Mixture distributions
Research Afego Pricing efficiency aroound index rebalancing: Does non-scheduling matter?
Research Ssonko Emran and Farazi (2008) Government borrowing and private credit
4th 18th Statistics Du Expectations of functions
5th 25th Research Komatsu Eggertsson and Mehrotra (2014) A model of secular stagnation, NBER
Research Yang Ge and Qiu (2007) Financial development, bank discrimination and trade credit, Journal of Banking & Finance
6th June 1st Statistics Saito Convergence in probability
Research Afego Information asymmetry risks around index rebalancing
Research Pangara Matemilola et al. (2015) The impact of monetary ppolicy on bank lending rate in South Africa, Borsa Istanbul Review
7th 8th Research Du Andersen et al. (2001) The distribution of realized exchange rate volatility, Journal of the American Statistical Association
Research Delgado Ito (2016) Growth convergence and the middle income trap, Center on Japanese Economy and Business WP
Research Ssonko Ardagna et al. (2004) Fiscal discipline and the cost of public debt service, European Central Bank WP
Research Lahnaoui Zhang et al. A multi-factor adaptive statistical arbitrage model
8th 22nd Statistics Yamanaka Convergence in distribution
Inter-seminar Takeuchi Introduction of Fukuoka and Kyushu University
9th 29th Research Du Hansen and Lunde (2005) A forecast comparison of volatiliy models, Journal of Applied Econometrics
Research Lahnaoui Zhang et al. A multi-factor adaptive statistical arbitrage model
DSGE Komatsu Monetary policy tradeoffs
10th July 6th Statistics Ssonko Convergence in distribution
Research Afego Chui et al. (2010) Individualism and momentum around the world, The Journal of Finance
Research Saito Mackinlay (1997) Event studies in economics and finance, Journal of Economic Literature
Research Takeuchi Acemoglu (2002) Directed technical change, Review of Economic Studies
11th 20th Statistics Lahnaoui Central limit theorem
Research Yamanaka Relation between number of visits per year and payment amount per shopping
Research Katafuchi Land prices and the unemployment rate in Japan
Research Yang Stock ownership and bank discrimination
DSGE Komatsu A model with staggered wage and price setting, equilibrium
12th 27th Statistics Pangara Asymptotics for multivariate distribution
Research Saito Shah and Arora (2014) M&A announcements and their effect on return to shareholders, Accounting and Finance Research
Research Takeuchi Acemoglu (2002) Directed techinical change, Review of Economic Studies
Research Pangara Hansen (1985) Indicisible labor and the business cycle, Journal of Monetary Economics
Research Komatsu Bernanke et al. (1999) The financial accelerator in a quantitative business cycle framework, Handbook of Macroeconomics