2014 fall 2(3) hours meeting

1st October 7th Statistics Zheng Transformation: Random vectors
Research Bala Dueker (1997) Markov switching in GARCH processes and mean-reverting stock-market volatility, Journal of Business & Economic Statistics
2nd 14th Statistics Afego The binomial and related distributions
Research Izumi Meschi and Vivarelli (2009) Trade and income inequality in developing countries, World Development
3rd 21st Statistics Delgado Narro The binomial and related distributions, the Poisson distribution
Research Afego Giannetti and Simonov (2013) On the real effects of bank bailouts, American Economic Journal: Macroeconomics
Research Katafuchi Giordani and Kohn (2006) Efficient Bayesian inference for multiple change-point and mixture innovation models, WP
4th 24th Research Afego Giannetti and Simonov (2013) On the real effects of bank bailouts, American Economic Journal: Macroeconomics
5th 28th Statistics Katafuchi The Poisson distribution, the Gamma, chi-squared, and beta distributions
Research Delgado Narro Rodriguez (2006) The role of the interprovincial transfers in the beta-convergence process, Journal of Economic Studies
Research Izumi Meschi and Vivarelli (2009) Trade and income inequality in developing countries, World Development
6th November 4th Statistics Li The Gamma, chi-squared, and beta distributions, the Normal distribution
Research Bala Elder and Serletis (2010) Oil price uncertainty, Journal of Money, Credit and Banking
Research Zheng Chairakwattana and Nathaphan (2014) Stock return predictability by Bayesian model averaging, International Journal of Economic Sciences
7th 11th Statistics Zheng The Normal distribution, the multivariate Normal distribution
Research Ndirangu Eyraud et al. (2011) Who's going green and why? Trends and determinants of green investment, IMF WP
Research Izumi Zhu and Trefler (2005) Trade and inequality in developing countries, Journal of International Economics
8th 18th Statistics Afego The multivariate Normal distribution
Research Li Blundell et al. (2008) Consumption inequality and partial insurance, American Economic Review
Research Zheng Chairakwattana and Nathaphan (2014) Stock return predictability by Bayesian model averaging, International Journal of Economic Business
9th 25th Statistics Delgado Narro The multivariate Normal distribution, t and F-distributions
Research Bala McAleer et al. (2009) Structure and asymptotic theory for multivariate asymmetric conditional volatility, Econometric Reviews
Research Katafuchi Mixture innovation model for the Japanese monetary policy with Bayesian inference
10th December 2nd Statistics Katafuchi t and F-distributions
Research Izumi Dollar and Kraay (2003) Institutions, trade, and growth, Journal of Monetary Economics
Research Delgado Narro Hamit-Haggar (2012) A note on convergence across Canadian provinces, The Annals of Regional Science
11th 9th Research Afego Clare and Thomas (1995) The overreaction hypothesis and the UK stockmarket, Journal of Business Finance & Accounting
Research Xu Literature review of QE
12th 16th Statistics Li Mixture distributions
Research Xu Literature review of QE
Research Bala Volatility impulse response analysis: Evidence from exchange rate dynamics
13th January 6th Statistics Zheng Expectations of functions, convergence in probability
Research Xu Literature review of macroeconomic effects of unconventional monetary policy in Japan
Research Bala Massacci (2014) A two-regime threshold model with conditional skewed Student t distributions for stock returns, Economic Modelling
14th 20th Research Afego Fama and French (2012) Size, value, and momentum in international stock returns, Journal of Financial Economics
Research Katafuchi Bayesian inference for mixture innovation model
Research Ndirangu Menanteau et al. (2003) Prices versus quantities, Energy Policy
15th 27th Statistics Li Convergence in probability, convergence in distribution
Research Xu Literature review of macroeconomic effects of unconventional monetary policy in Japan
Research Bala Camacho (2011) Markov-switching models and the unit root hypothesis in real US GDP
16th February 3rd Statistics Delgado Narro Convergence in distribution
Research Li Blundell et al. (2008) Consumption inequality and partial insurance, American Economic Review
17th 17th Research Bala Lean and Teng (2013) Integration of world leaders and emerging powers into the Malaysian stock market, Economic Modelling
Research Delgado Narro Georgiou and Syrichas The undergrand economy
18th March 4th Research Afego Kothari and Warner (2007) Econometrics of event studies in Handbook of Corporate Finance vol.1.
Research Li CNY exchange rate risk management
Research Xu MATLAB code for TVP-VAR model
19th 10th Research Bala Volatility modelling in finance
Research Zheng The transmission mechanism of the Greater China region and Japan's stock markets
20th 16th Research Delgado Narro Perron and Yabu (2007) Testing for shifts in trend with an integrated or stationary noise component
Research Ndirangu Menanteau et al. (2003) Prices versus quantities, Energy Policy
Research Zheng Bala and Premaratne (2003) Volatility spillover and co-movement
21st 24th Research Zheng Bala and Premaratne (2003) Volatility spillover and co-movement
Research Li The spillover effect of cross listing in China