2018 Spring Meeting

1st April 11th Hamilton Komatsu Difference equations
Research Pangara Master thesis
2nd 18th Hamilton Du Lag operators
Research Ssonko Master thesis
Research Delgado Convergence paper
3rd 25th Hamilton Delgado Lag operators
Research Katafuchi & Delgado Analysis of land price by penalized Quantile regression
Research Du Cheung and Rime (2014) The offshore renminbi exchange rate, Journal of International Money and Finance
Research Komatsu Furlanetto et al.(2014) Output gap in presene of financial frictions and monetary policy trade-offs, IMF Working Paper
4th May 9th Statistics Fujisaki Continuous random variables
Research Pangara Research plan
Research Lahnaoui Master thesis
Research Afego Oehler et al. (2017) Brexit, Finance Research Letters
Research Yamanaka Research plan
5th 16th Hamilton Komatsu Expectations, stationarity, and ergodicity, White noise, MA processes
Research Ssonko Panizza (2008) Domestic and external public debt in developiong countries, DP.
Research Katafuchi & Delgado Analysis of land price by penalized quantile regrssion
6th 23rd Hamilton Komatsu AR processes
Delgado Mixed ARMA processes, the autocovariance-generating function, invertibility
Research Lahnaoui Lee and Tse (1996) Cointegration tests with conditional heteroskedasticity, Journal of Econometrics
Research Komatsu Research plan
7th 30th Hamilton Du Principles of forecasting, forecasts based on an infinite number of observations
Research Edumundo Master thesis
Research Yamanaka Master thesis
8th June 6th Research Katafuchi & Delgado Penalized quantile regression analysis of the land price in Japan by using GIS data
Research Ssonko Master thesis
9th 13th Hamilton Delgado Forecasts based on a finite number of observations, The triangular factorization of a positive definite symmetlric matrix
Research Komatsu Unemployment fluctuation and financial friction
Research Lahnaoui Master thesis
Research Du Frankel and Wei (2007) Assessing China's exchange rate regime, NBER WP
10th 20th Hamilton Komatsu Updating a linear projection
Research Yamanaka Master thesis
Research Katafuchi & Delgado Penalized quantile regression analysis of the land price in Japan by using GIS data
Research Du Modelling exchange rate colatility of CNHJPY with realized GARCH models
11th 27th Research Ssonko Master thesis
Research Katafuchi & Delgado Penalized quantile regression analysis of the land price in Japan by using GIS data
Research Du Modelling exchange rate colatility of CNHJPY with realized GARCH models
12th July 4th Hamilton Komatsu Optimal forecasts for Gaussian processes, Sums of ARMA processes, Wold's decomposition and the Box-Jenkins modeling philosophy
Research Pangara Master thesis
Research Ssonko Master thesis
13th 11th Statistics Inoue The Poisson distribution, The Gamma, chi-square, beta distributions
Research Pangara Master thesis
Research Ssonko Master thesis
14th 25th Statistics Inoue The Poisson distribution, The Gamma, chi-square, beta distributions
Research Delgado Analysis of convergence among the Japanese prefectures: 1955-2012
Research Inoue Research plan
Research Yamano Research plan
Research Fujisaki Research plan