Econometrics Workshop

Past seminars (AY 2017)

2017/04/11(Tue)
Taisuke Otsu (London School of Economics)
"Inference on Measurement Error Model"
Chair: Takuji Arai
Presentation in Japanese
2017/04/18(Tue)
Hidetoshi Nakagawa (Hitotsubashi University)
"A visualization of bankruptcy risk contagion structure of Japanese firms with Hawkes graph estimation"
Chair: Takuji Arai
Presentation in Japanese
2017/05/02(Tue)
Taisuke Sadayuki (Waseda University)
"Measuring the spatial effect of multiple sites : An application to train/subway stations and housing rent in Tokyo, Japan"
Chair: Teruo Nakatsuma
Presentation in English
2017/05/09(Tue)
Akira Yamazaki (Hosei University)
"A Dynamic Equilibrium Model for U-Shaped Pricing Kernels"
Chair: Takuji Arai
Presentation in Japanese
2017/05/16(Tue)
Kenichi Hayashi (Keio University)
"A model selection criterion for MAR data"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/05/23(Tue)
Michele Modugno (The Federal Reserve Board)
"Credit, Risk Appetite, and Monetary Policy Transmission"
Joint with Macroeconomics Workshop and Econometrics Workshop 
Room (Note the change): First School Building , #107 (1st fl.) / Time (Note the change): 14:45-16:15
Chair: Yasuo Hirose
Presentation in English
2017/05/23(Tue)
Simon Clinet (University of Tokyo)
"Statistical inference for the doubly stochastic Hawkes process in high-frequency financial data"
Chair: Takuji Arai
Presentation in English
2017/05/30(Tue)
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 
Room (Note the change): South School Building #457 (5th Fl.) / Time (Note the change): 16:30-18:00
Chair: Masao Ogaki
Presentation in English
2017/06/06(Tue)
Yuta Kurose (MMDS, Osaka University)
"Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity"
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/06/13(Tue)
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
2017/06/20(Tue)
Genya Kobayashi (Chiba University)
"Bayesian Spectral Analysis Quantile Regression Models with Shape Restrictions”
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/06/27(Tue)
Masataka Taguri (Yokohama City University)
"Statistical inference based on the bootstrap method under covariate adaptive randomization"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/07/04(Tue)
Knut Are Aastveit (Norges Bank)
" Time-varying uncertainty and exchange rate predictability"
Chair: Teruo Nakatsuma
Presentation in English
2017/07/11(Tue)
Kenichiro McAlinn (Duke Univeristy)
"Dynamic modeling and Bayesian predictive synthesis"
Chair: Teruo Nakatsuma
Presentation in English
2017/09/26(Tue)
Teruo Nakatsuma (Keio University)
"Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations"
Presentation in Japanese
2017/10/03(Tue)
Takahide Yanagi (Hitotsubashi University)
"Regression Discontinuity Designs with Nonclassical Measurement Errors"
Chair: Daisuke Nagakura
Presentation in Japanese
2017/10/10(Tue)
Hiroshi Ishijima (Chuo University)
"A Generalized Hedonic Pricing Model: Theory and Applications"
Chair: Takuji Arai
Presentation in Japanese
2017/10/11(Wed)
Joint with Econometrics Workshop and Macroeconomics Workshop 
Room (Note the change): South Building Basement 4th Floor Distance Learning Room / Time (Note the change): 16:30~19:45
Presentation in Japanese
2017/10/17(Tue)
Akihiro Tsuji (Mitsubishi UFJ Trust Investment TEChnology Institute Co., Ltd.)
ʺ Textual Analysis on the Summary of Financial Statements (kessan-tanshin) of Japanese Companies and its application to Earnings Forecasts ʺ
Chair: Takuji Arai
Presentation in Japanese
2017/10/18(Wed)
Joint with Econometrics Workshop and Macroeconomics Workshop 
Room (Note the change): South Building Basement 4th Floor Distance Learning Room / Time (Note the change): 16:30~19:45
Presentation in Japanese
2017/10/24(Tue)
Yuji Shinozaki (Tokyo Institute of Technology/Bank of Tokyo-Mitsubishi UFJ )
"Construction of K-scheme and its application to financial models"
Chair: Takuji Arai
Presentation in Japanese
2017/10/31(Tue)
Jyunpei Komiyama (The University of Tokyo)
"Introduction on Bandit Problem"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/11/14(Tue)
Masayuki Morikawa (RIETI)
"Economic Uncertainty in Japan: Some Evidence from Firm-Level Data"
Room (Note the change): Research Building Conference Room B / Time (Note the change): 15:00 - 16:30
Chair: Keiichiro Kobayashi
Sponsored by Keio Economic Society
Presentation in Japanese
2017/11/14(Tue)
Kosaku Takanashi (Keio University)
"Variational Convergence and their Applications to Statistics and Econometrics"
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/11/28(Tue)
2017/11/28(Tue)
Keisuke Ootsu (Keio University)
"opulation Aging, Government Policy and the Postwar Japanese Economy"
Room (Note the change): Research Building 4th Fl. 446 / Time (Note the change): 15:30 - 16:30
Chair: Tomoyoshi Yabu
Sponsored by Faculty of commerce
Presentation in Japanese
2017/11/28(Tue)
Potiron Yoann (Keio University)
"Testing if the market microstructure noise is a function of the limit order book"
Room (Note the change): Research Building 4th Fl. 446 / Time (Note the change): 14:30 - 15:30
Chair: Tomoyoshi Yabu
Sponsored by Faculty of commerce
Presentation in English
2017/12/05(Tue)
Kosuke Morikawa (Osaka University)
"Semiparametric Inference With Nonignorable Nonresponse Data"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/12/19(Tue)
Tatsuyoshi Okimoto (Australian National University)
"Econometric analysis on the effects of unconventional monetary policy"
Chair: Daisuke Nagakura
Presentation in Japanese
2017/12/26(Tue)
Shinya Sugawara   (Tokyo University of Science)
"What comprises effective formal elder care at home? Estimating effects for combinations of multiple services"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/01/16(Tue)
Toshiaki Watanabe (Institute of Economic Research, Hitotsubashi University)
"Predictability of Excess Bond Premium and Variance Risk Premium for Business Cycles and Recession Risk"
Joint with Special Workshops and Econometrics Workshop 
Chair: Daisuke Nagakura
Presentation in Japanese