Institute for Economic Studies, Keio University

MENU

Econometrics Workshop

Past seminars (AY 2017)

2017/4/11(Tue)
Taisuke Otsu (London School of Economics)

"Inference on Measurement Error Model"

Working PaperⅠ Working PaperⅡ

Chair: Takuji Arai

Presentation in Japanese

2017/4/18(Tue)
Hidetoshi Nakagawa (Hitotsubashi University)

"A visualization of bankruptcy risk contagion structure of Japanese firms with Hawkes graph estimation"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/5/2(Tue)
Taisuke Sadayuki (Waseda University)

"Measuring the spatial effect of multiple sites : An application to train/subway stations and housing rent in Tokyo, Japan"

Working Paper

Chair: Teruo Nakatsuma

Presentation in English

2017/5/9(Tue)
Akira Yamazaki (Hosei University)

"A Dynamic Equilibrium Model for U-Shaped Pricing Kernels"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/5/16(Tue)
Kenichi Hayashi (Keio University)

"A model selection criterion for MAR data"

Abstract

Chair: Takahiro Hoshino

Presentation in Japanese

2017/5/23(Tue)
Michele Modugno (The Federal Reserve Board)

"Credit, Risk Appetite, and Monetary Policy Transmission"

Working Paper

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

2017/5/23(Tue)
Simon Clinet (University of Tokyo)

"Statistical inference for the doubly stochastic Hawkes process in high-frequency financial data"

Abstract Working Paper

Chair: Takuji Arai

Presentation in English

2017/5/30(Tue)
Kurt Lunsford (Federal Reserve Bank of Cleveland)

"Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy"

Working Paper

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

2017/6/6(Tue)
Yuta Kurose (MMDS, Osaka University)

"Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity"

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2017/6/13(Tue)
Takahiro Hattori (Policy Research Institute, Ministry of Finance)

"The estimation of liquidity premium in the fixed income markets and its application"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/6/20(Tue)
Genya Kobayashi (Chiba University)

"Bayesian Spectral Analysis Quantile Regression Models with Shape Restrictions”

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2017/6/27(Tue)
Masataka Taguri (Yokohama City University)

"Statistical inference based on the bootstrap method under covariate adaptive randomization"

Abstract

Chair: Takahiro Hoshino

Presentation in Japanese

2017/7/4(Tue)
Knut Are Aastveit (Norges Bank)

" Time-varying uncertainty and exchange rate predictability"

Abstract

Chair: Teruo Nakatsuma

Presentation in English

2017/7/11(Tue)
Kenichiro McAlinn (Duke Univeristy)

"Dynamic modeling and Bayesian predictive synthesis"

Abstract

Chair: Teruo Nakatsuma

Presentation in English

2017/9/26(Tue)
Teruo Nakatsuma (Keio University)

"Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations"

Abstract

Presentation in Japanese

2017/10/3(Tue)
Takahide Yanagi (Hitotsubashi University)

"Regression Discontinuity Designs with Nonclassical Measurement Errors"

Abstract

Chair: Daisuke Nagakura

Presentation in Japanese

2017/10/10(Tue)
Hiroshi Ishijima (Chuo University)

"A Generalized Hedonic Pricing Model: Theory and Applications"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/10/11(Wed)
Ryuichi Tamura (Wakkanai Hokusei Gakuen University)

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

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/10/18(Wed)
Ryuichi Tamura (Wakkanai Hokusei Gakuen University)

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"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2017/10/31(Tue)
Jyunpei Komiyama (The University of Tokyo)

"Introduction on Bandit Problem"

Abstract

Chair: Takahiro Hoshino

Presentation in Japanese

2017/11/14(Tue)
Masayuki Morikawa (RIETI)

"Economic Uncertainty in Japan: Some Evidence from Firm-Level Data"

Working Paper

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"

Abstract

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

2017/12/5(Tue)
Kosuke Morikawa (Osaka University)

"Semiparametric Inference With Nonignorable Nonresponse Data"

Abstract

Chair: Takahiro Hoshino

Presentation in Japanese

2017/12/19(Tue)
Tatsuyoshi Okimoto (Australian National University)

"Econometric analysis on the effects of unconventional monetary policy"

Working Paper

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"

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2018/1/16(Tue)
Toshiaki Watanabe (Institute of Economic Research, Hitotsubashi University)

"Predictability of Excess Bond Premium and Variance Risk Premium for Business Cycles and Recession Risk"

Abstract

Joint with Special Workshops and Econometrics Workshop 

Chair: Daisuke Nagakura

Presentation in Japanese

Other Academic Years