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 |