G30 Topics in Economics (Time Series Econometrics II)

Syllabus

1st October 5th Cancelled
2nd 15th Katafuchi Kang et al. (2015) Time-varying effect of oil makret shocks on the stock market, Journal of Banking & Finance
3rd 19th Afego Cross-sectional dependence and confounding events
4th 26th Delgado Analysis of convergence among Japanese prefectures
5th November 2nd Pangara Sbordone et al. (2010) Policy analysis using DSGE models, FRBNY Economic Policy Review
6th 9th Ndirangu Peersman and Robays. (2012) Cross-country differences in the effects of oil shocks, Energy Economics
7th 16th Katafuchi The monetary policy transmission mechanism in Japan
8th 30th Izumi Skill premium and international trade
9th December 7th Afego van Dijk (2011) Is size dead? A review of the size effect in equity returns, Journal of Banking & Finance
10th 14th Pham Anwar and Nguyen (2010) Foreign direct investment and economic growth in Vietnam, Asia Pacific Business Review
11th 21st Delgado Hobijn and Franses (2000) Asymptotically perfect and relative convergence of productivity, Journal of Applied Econometrics
12th January 6th Li Will China's carbon dioxide emission decrease eventually?
13th 18th Heni Ederington and Guan (2010) Longer-term time-series volatility forecasts, Journal of Financial and Quantitative Analysis
14th 25th Yang Lin et al. (2015) Banking structure and industrial growth: Evidence from China, Journal of Banking & Finance
15th February 1st Komatsu Gali and Gertler (1999) Inflation dynamics: A structural econometric analysis, Journal of Monetary Economics