2016 fall 3 hours meeting

1st October 7th Research Delgado Besedes and Blyde (2010) Wht drives export survival?
DSGE Pangara Two simple monetary policy rules
2nd 14th Human capital Takeuchi On-the-job training
Research Komatsu Unemployment and business cycles in Japan
Statistics Du Transformations: Bivariate random variables
3rd 21st Time eries Katafuchi Estimation of VMA models
4th 28th Time series Du Distributional properties of returns
Research Afego Baker et al. (2012) Global, local, and contagious investor sentiment, Journal of Financial Economics
Statistics Pangara Conditional distributions and expectations
5th November 4th Time series Yang Distributional properties of returns, processes considered
Research Delgado Simpson et al (2001) Modelling business cycle movements in the UK economy, Economica
Statistics Saito The correlation coefficient
6th 21st Research Katafuchi Change-point versus threshold processes: A comparison using Monte Carlo simulations
Research Afego Index shocks, pricing anomalies and long-run return predictability in the Japanese stock market
Research Delgado The process of convergence between the Japanese prefectures: 1955-2012
7th 25th Statistics Takeuchi Independent random variables
8th December 9th Statistics Ssonko Extension to several random variables
Research Katafuchi Change-point versus threshold processes: A comparison using Monte Carlo simulations
Research Komatsu Master thesis
9th 16th Statistics Lahnaoui Transformations: Random vectors
Time series Yang VAR(1) models
Research Delgado Fortunato and Razo, Export sophistication, growth and the middle-income trap
10th January 6th Statistics Yang The binomial and related distributions
Research Afego Effects of changes in stock index compositions: A literature survey
11th 12th Statistics Du The Poisson distribution
Time series Yang VAR(2) models, VAR(q) models, estimation
Research Delgado Islam (2013) Beyond the middle income trap, WP
12th 20th Statistics Pangara The Gamma, chi-squared, and beta distributions
DSGE Komatsu Two simple monetary policy rules, monetary policy tradeoffs,
monetary policy tradeoffs under an efficient steady state
Finance Saito Outline of an event study, an example of an event study, models for measuring normal performance
13th 27th Statistics Saito The Gamma, chi-squared, and beta distributions, the normal distribution
Research Katafuchi Introduction to quantile regression
Research Delgado Robertson and Ye (2013) On the existence of a middle income trap
14th February 3rd Macro Takeuchi The representative household
Research Afego Index shocks pricing anomalies and long-horizon return predictability in the Japanese stock market
Time series Du Simple MA models
15th 23rd Research Afego Hu (1996) Behing the corporate hedge, Journal of Applied Corporate Finance
Research Delgado Royuela and Garcia (2015) Economic and social convergence in Colombia, Regional Studies
16th March 10th Research Ssonko Adam and Bevan (2005) Fiscal deficits and growth in developing countries, J of Public Economics
Research Takeuchi Foundations of neoclasical growth
17th 17th Research Pangara Building an open economy new Keynesian DSGE model for developing country under financial frictios and imperfect market
Research Lahnaoui Bertram (2009) Analytic solutions for optimal statistical arbitrage trading, WP
18th 29th Research Komatsu Gali (2016) The effects of a money-financed fiscal stimulus, WP
Research Afego Acemoglu et al. (2016) The value of connections in turbulent times, Journal of Financial Economics