Econometrics Lunch
From GES
[edit] Econometrics Lunch
We meet Mondays, 12noon-1pm, McNeil 582 unless otherwise noted.
For a current schedule, and downloadable papers/slides when available, see http://boards.ssc.upenn.edu/ges/index.php/Econometrics_Lunch
[edit] Fall 2009: Schedule
- September 14
- Leonardo Melosi, TBA
- September 21
- Max Kryshko, "DSGE and Dynamic Factor Models"
- September 28
- Cristina Fuentes-Albero, TBA
- October 5
- Jian Hua, "Option Implied Volatility and Corporate Bond Yields: a Dynamic Factor Approach"
- October 12
- Aureo de Paula, "Multiple Equilibria and Signs of Interaction Effects in Discrete Games with Incomplete Information" (joint with Xun Tang)
- October 26
- Edith Liu, TBA
- November 2
- Mehmet Calgan, "Contagion Cycles"
- November 9
- Harold Cole, TBA
- November 16
- November 23
- Ed Herbst, "Cointegrated Technology in an Open Economy Model"
[edit] Spring 2009: Schedule
- March 02
- Frank Diebold, "Arbitrage-Free Generalized Nelson-Siegel Yield Curve Modeling", paper 1, paper 2
- March 09
- Spring Break
- March 16
- Leonardo Melosi, "A Likelihood Analysis of Models with Information Frictions", Slides
- March 23
- Kevin Song, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling"
- March 30
- Flavio Cunha, "Unscented Kalman Filter"
- April 6
- Aureo de Paula, "Binary Choice Panel Data Models with Predetermined Variables" (by Arellano and Carrasco, 2003) and some variations
- April 13
- Xun Tang, "Identifying Counterfactual Policy Effects in Dynamic Binary Choice Process"
- April 20
- Tao Zha's Econometrics Seminar will take place during lunch time - we'll meet in the Econ Conference Room - "Asset-price Channels and Macroeconomic Fluctuations"
- April 22
- Herman van Dijk, "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling"
Please note: this is Wednesday, we will meet in the Econ Conference Room
- April 27
- Cristina Fuentes-Albero, "Financial Frictions and Great Moderation"
- May 4
- Max Kryshko, "DSGE and Dynamic Factor Models"
