2015 fall 3 hours meeting

1st October 1st Bayes Katafuchi Monte Carlo optimization
Panel Delgado Pooling cross sections across time
Research Komatsu Research plan
2nd 22nd Finance Afego The predictability of asset returns
Panel Ndirangu Advanced panel data methods
DSGE Pangara Introduction, a classical monetary model
3rd 29th Statistics Ndirangu Maximum likelihood estimation
Bayes Katafuchi Monte Carlo optimization
DSGE Komatsu A classical monetary model
4th November 5th Statistics Komatsu Rao-Cramer lower bound and efficiency
Finance Afego The predictability of asset returns
Panel Delgado Introduction, the one-way error component regression model
5th 12th Statistics Pangara Rao-Cramer lower bound and efficiency
Bayes Katafuchi Metropolis-Hastings algorithms
6th 19th Finance Afego Variance ratios
Panel Ndirangu The differencein-difference estimator, the one-way random effect model
DSGE Pangara Monetary policy and price level determination
7th 26th Statistics Delgado Maximum likelihood tests
Bayes Katafuchi Gibbs samplers
DSGE Komatsu Money in the utility function
8th December 3rd Research Katafuchi 金融政策波及経路についてーMixture Innovationモデルによる分析ー
Research Afego Cross-sectional dependence and confounding events: A re-examination of the short-run index effect
Panel Delgado The one-way random effects model
9th 17th Bayes Katafuchi Gbbs samplers
Panel Ndirangu Maximum likelihood estimation
10th 24th Statistics Ndirangu Multiparameter case: Estimation
Bayes Katafuchi Gibbs samplers
Finance Afego Tests of Random Walk 3, long-horizon returns, tests for long-range dependence
11th January 7th Statistics Komatsu Multiparameter case: Estimation,Testing
Panel Delgado Stata
12th 21st Statistics Pangara The EM algorithm
Finance Afego Recent empirical evidence
DSGE Komatsu Money in the utility function, households, firms
13th 28th Bayes Katafuchi Monitoring and adaptation for MCMC algorithms
14th March 1st Time-series Katafuchi Introduction, some basic concepts
Research Afego Long-run dynamics of revisions to the Nikkei 225 index
Panel Delgado The two-way fixed effects model
15th 8th DSGE Pangara Aggregate price dynamics
Research Ndirangu Efficiency of energy subsidies and renewable investments in an environmenta with stochastic energy prices
Finance Afego Nonsynchronous trading
16th 15th Time-series Katafuchi Some basic concepts
Research Delgado Parente and Prescott (1994) Barriers to technology adoption and development, Journal of Political Economy
Research Afego Byoun et al. (2014) Are unsolicited ratings biased?, Journal of Banking & Finance
17th 22nd Panel Ndirangu Rafiq et al. (2009) Impact of crude oil price volatility on economic activity, Resources Policy
DSGE Pangara Firms
18th 29th Research Tian Access to profits chosen by foreign banks in China and its influencing factor
Time-series Katafuchi Forecasting, model representation
DSGE Pangara Firms