Econometrics Workshop
Past Seminars
2017/06/27(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Masataka Taguri (Yokohama City University)
"Statistical inference based on the bootstrap method under covariate adaptive randomization"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/06/20(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Genya Kobayashi (Chiba University)
"Bayesian Spectral Analysis Quantile Regression Models with Shape Restrictions”
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/06/13(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Takahiro Hattori (Policy Research Institute, Ministry of Finance)
"The estimation of liquidity premium in the fixed income markets and its application"
Chair: Takuji Arai
Presentation in Japanese
2017/06/06(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yuta Kurose (MMDS, Osaka University)
"Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity"
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/05/30(Tue)
16:30-18:00
South School Building #457 (5th Fl.)
Kurt Lunsford (Federal Reserve Bank of Cleveland)
"Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy"
Joint with Econometrics Workshop and Macroeconomics Workshop
Chair: Masao Ogaki
Presentation in English
2017/05/23(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Simon Clinet (University of Tokyo)
"Statistical inference for the doubly stochastic Hawkes process in high-frequency financial data"
Chair: Takuji Arai
Presentation in English
2017/05/23(Tue)
14:45-16:15
First School Building , #107 (1st fl.)
Michele Modugno (The Federal Reserve Board)
"Credit, Risk Appetite, and Monetary Policy Transmission"
Joint with Macroeconomics Workshop and Econometrics Workshop
Chair: Yasuo Hirose
Presentation in English
2017/05/16(Tue)
16:30-18:00
107：First Building
Kenichi Hayashi (Keio University)
"A model selection criterion for MAR data"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/05/09(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Akira Yamazaki (Hosei University)
"A Dynamic Equilibrium Model for U-Shaped Pricing Kernels"
Chair: Takuji Arai
Presentation in Japanese
2017/05/02(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Taisuke Sadayuki (Waseda University)
"Measuring the spatial effect of multiple sites : An application to train/subway stations and housing rent in Tokyo, Japan"
Joint with Econometrics Workshop and Econometrics Workshop
Chair: Teruo Nakatsuma
Presentation in English