G30 Topics in Economics (Macroeconometrics II)
| 1st | September | 30th | Macro | Xu | pp.91-105. | Introducing asset prices in the behavioral model, simulating the model, should the Central Bank care about stock prices?, |
| inflation targeting and macroeconomic stability, the trade-off between output and inflation variability | ||||||
| 2nd | October | 2nd | Nonliner | Bala | pp.65-77. | Consistent misspecification tests, LM or score test, Locally equivalent alternatives, nonlinear model only identified under the alternative |
| 3rd | 9th | Macro | Xu | pp.107-125. | Fundamentalists are biased, shocks and trade-off, further extensions of the basic model, the correlation of output movements and animal spirits, | |
| model predictions, transmission of monetary policy shocks | ||||||
| 4th | 16th | Nonlinear | Bala | pp.77-91. | Nonlinear model only identified under the alternative, testing linearity unspecified alternatives, | |
| comparing parametric linearity tests using asymptotic relative efficiency | ||||||
| 5th | 23rd | Macro | Xu | De Grauwe and Kaltwasser (2012) Animal spirits in the foreign exchange market, Journal of Economic Dynamics and Control | ||
| 6th | 30th | Nonlinear | Bala | pp. 92-107. | Generalizing the Chow test, LM type tests, tests based on recursive estimation of parameters | |
| 7th | November | 6th | Macro | Xu | De Grauwe and Kaltwasser (2012) Animal spirits in the foreign exchange market, Journal of Economic Dynamics and Control | |
| 8th | 13th | Nonlinear | Bala | pp. 107-116. | Tests based on recursive estimation of parameters, nonparametric linearity tests | |
| 9th | 19th | Macro | Xu | De Gruwe and Markiewicz (2012) Leraning to forecast the exchange rate | ||
| 10th | December | 4th | Nonlinear | Bala | pp.116-132. | Nonparametric linearity tests, testing for specific functional forms, selecting lags |
| 11th | 11th | Macro | Xu | De Gruwe and Markiewicz (2012) Leraning to forecast the exchange rate | ||
| 12th | 18th | Canceled | ||||
| 13th | January | 8th | Nonlinear | Bala | pp.133-150. | Testing for additivity and interaction, tests for partial linearity and semiparametric modelling, tests of independence |
| 14th | 15th | Research | Deng | Master thesis | ||
| 15th | 22nd | Research | Katafuchi | Master thesis | ||
| Research | Zheng | Master thesis | ||||