2013 spring 2 hours meeting

1st April 3rd Research Xu Joyce et al (2012) Quantitative easing and unconventional monetary policy, The Economic Journal
Bala Bollerslev and Mikkelsen (1996) Modeling and pricing long memory in stock market volatility, Journal of Econometrics
2nd 17th Research Xu Kapetanios et al (2012) Assessing the economy-wide effects of quantitative easing, The Economic Journal
Statistics Deng The binomial and related distributions, the Poisson distribution
3rd 24th Research Xu Kapetanios et al (2012) Assessing the economy-wide effects of quantitative easing, The Economic Journal
Bala Dynamics of Japan's stock market volatility
4th May 1st Research Bala Dynamics of Japan's stock market volatility
Statistics Deng The gamma, chi-squared, and beta distributions, the normal distribution
5th 15th Research Xu Matlab code in Lectures on Behavioral Macroeconomics by Grauwe
Statistics Bala The multivariate normal distribution, applications
6th 22th Research Bala Dynamics of Japan's stock market volatility
Statistics Deng The t and F-distributions, mixture distributions
7th 29th Research Xu Economic effects of quantiative easing in Japan
Statistics Bala Expectations of functions, convergence in probability
8th June 5th Research Xu Primiceri (2005) Time varying structural vector autoregressions and monetary policy, The Review of Economic Studies
Statistics Deng Convergence in probability, convergence in distribution
9th 12th Research Bala Dynamics of Japan's stock market volatility
Statistics Deng Convergence in distribution
10th 19th Statistics Xu Subjective probability, Bayesian procedures
11th 26th Statistics Xu More Bayesian terminology and ideas, Gibbs sampler, modern Bayesian methods
12th July 3rd Research Bala Liu and Hung (2010) Forecasting S&P-100 stoch index volatility, Expert Systems with Applications
Statistics Katafuchi Central limit theorem
13th 10th Research Xu Primiceri (2005) Time varying structural vector autoregressions and monetary policy, The Review of Economic Studies
Statistics Deng Asymptotics for multivariate distributions, sampling and statistics
14th August 2nd Research Xu TVP-SV model
Research Bala Dynamics of Japan's stock market volatility
15th September 4th Research Bala State space model in finance
Research Deng An econometrics analysis for CO2 emission, energy consumption, economic growth, and foreign trade of Japan
16th 12th Research Bala and Deng Decomposition of Japan's CO2 emissions, energy intensity, and other factors (1980-2011): The LMDI approach
17th 18th Research Bala Assaf (2006) The SV in mean model and automation, The Quarterly Review of Economics and Finance
18th 25th Research Xu Matlab code for TVP-SVAR model