Econometrics Workshop
Past Seminars
2016/07/19(Tue)
14:45-16:15
Graduate School Building, #313 (1th fl.)
Jan J. J. Groen (Federal Reserve Bank of New York)
"Oil Market Shocks and the U.S. Economy: Redux"
Joint with Macroeconomics Workshop and Econometrics Workshop
Chair: Sagiri Kitao
Presentation in English
2016/07/12(Tue)
14:45-16:15
Graduate School Building, #313 (1th fl.)
Yoshio Nozawa (FRB)
"Option-Based Credit Spreads"
Joint with Macroeconomics Workshop and Econometrics Workshop
Chair: Keiichiro Kobayashi
Presentation in English
2016/07/07(Thu)
13:15-14:30
Graduate School Building, #325-B (2th fl.)
Tetsuya Kaji (Massachusetts Institute of Technology)
"Testing Outlier Sensitivity via Integrable Empirical Processes"
Chair: Daisuke Nagakura
Presentation in English
2016/07/05(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yuto Imai (Waseda University)
"Numerical approaches to local risk-minimization for exponential Lévy models"
Chair: Takuji Arai
Presentation in Japanese
2016/06/28(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tetsuya Kaji (Massachusetts Institute of Technology)
Rescheduled to July 7th
2016/06/21(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tsuyoshi Kunihama (Nagoya University)
"Nonparametric Bayes models for mixed-scale longitudinal surveys"
Chair: Takahiro Hoshino
Presentation in Japanese
2016/06/14(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kensuke Ishitani (Tokyo Metropolitan University)
"Computation of Greeks for barrier options using chain rules for Wiener path integrals between two curves"
Chair: Takuji Arai
Presentation in Japanese
2016/06/07(Tue)
16:30-18:0
South School Building, #457 (5th fl.)
Syohei Hasegawa (Hosei University)
"An analysis of TV viewing behavior by direct utility model"
Chair: Takahiro Hoshino
Presentation in Japanese
2016/05/31(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Keisuke Hirano (Univeristy of Arizona)
"Forecasting with Model Uncertainty: Representations and Risk Reduction"
Joint with Special Workshops and Macroeconomics Workshop Econometrics Workshop Applied Economics Workshop
Chair: Masao Ogaki
Presentation in English
2016/05/24(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Naoshi Tsuchida (Bank of Japan)
"The Intraday Liquidity of the Japanese Government Bond Futures"
Chair: Daisuke Nagakura
Presentation in Japanese