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Seminars: a.y. 2003-2004

home  >  seminars  >  schedule a.y. 2003-2004

Schedule

date type speaker paper / argument

October

6

economics

Gianluca BENIGNO
London School of Economics

Designing Targeting Rules for International Monetary Policy Cooperation

13

economics

Kathryn DOMINGUEZ
University of Michigan

When Do Central Bank Interventions Influence Intra-Daily and Longer Terms Exchange Rate Movements

15

lunch

Jens EISENSCHMIDT
Ente "Luigi Einaudi"
Dresden University of Technology
Hedging and the Demand for Forward Contracts in General Equilibrium

17

econometrics

Franz C. PALM
University of Maastricht
Central Bank Forex Interventions Assessed Using Realized Moments

20

economics

Paolo MAURO
International Monetary Fund

The Case for GDP-Indexed Bonds

24

econometrics

Juri MARCUCCI
Ente "Luigi Einaudi"
University of California, San Diego
Forecasting Stock Market Volatility with Regime-Switching GARCH Models

27

economics

Jon TEMPLE
Bristol University

Rich Nations, Poor Nations: How Much Can Multiple Equilibria Explain

31

econometrics

Maarten LINDEBOOM
Erasmus University
Health and Work of the Elderly: Subjective Health Measures, Reporting Errors and Endogeneity in the Relationship between Health and Work
date type speaker paper / argument

November

3

economics

William R. ZAME
University of California, Los Angeles

Prices and Portfolio Choices in Financial Markets: Theory and Experiment

6

lunch

Kristoffer P. NIMARK
European Universitary Institute, Florence
Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?

7

econometrics

James E. H. DAVIDSON
University of Cardiff
Estimation of Fractionally Cointegrated Relations by Fully Modified Least Squares

14

econometrics

Alberto HOLLY
University of Lausanne
Maximum Likelihood Estimation of the Conditional Mean for Skewed Dependent Variables in Four-Parameter Families of Distribution

17

economics

Mario PADULA
Università di Salerno

Education, Employment and Wage Risk

20

lunch

Jens EISENSCHMIDT
Ente "Luigi Einaudi"
Dresden University of Technology
Accounting for Flows: The Aggregation BIAS, the Real Side and the Globalisation Issue

21

econometrics

Partha DEB
City University of New York
Estimating the Effects of Fertility Decisions on Child Labor and Schooling

24

economics

Loriana PELIZZON
University of Padua

Are Household Portfolios Efficient? An Analysis Conditional on Housing

28

econometrics

Charles BOS
University of Amsterdam
State Space Models with a Common Stochastic
date type speaker paper / argument

December

1

economics

Marzio GALEOTTI
University of Milan

Investment and Time to Build

5

lunch

Susana IRANZO
University of Sydney
FDI Entry and Acquisition of Firm-Specific Assets

9

economics

Joao COCCO
London Business School

Household Risk Management and Optimal Mortgage Choice

10

economics

XII International Tor Vergata Conference on Banking and Finance
(Guido ASCARI, Francesco LIPPI and Tommaso MONACELLI)

Basel II and Small Business Credit Risk

12

econometrics

Gianluca CUBADDA
Università del Molise
A Reduced Rank Regression Approach to Coincident and Leading Indexes Building

15

economics

Pietro VERONESI
University of Chicago

IPO Waves and Stock Prices

17

lunch

Efrem CASTELNUOVO
Ente "Luigi Einaudi"
Bocconi University, Milan
Monetary Regime Shifts and the Lucas Critique in a Small-Scale Open-Economy Framework

18

economics

Cristina DE NARDI
University of Minnesota

Entrepeneurship, Frictions and Wealth

19

econometrics

Giovanni CAGGIANO
University of Exeter
Nelson and Plosser Revisited: The ACF Approach
date type speaker paper / argument

January

12

economics

Filippo OCCHINO
Rutgers University

Markets Segmentation and the Hump-Shaped Response of Output to Monetary Policy Shocks

19

economics

Ramon MARIMON
Universitat Pompeu Fabra, Barcelona

Aggregate Consequences of Limited Contract Enforceability

22

economics

Andrea PRAT
London School of Economics

Pension Fund Governance and the Choice between Defined Benefit and Defined Contribution Plans

26

economics

Steven ONGENA
Tilburg University

The Impact of Competition on Bank Orientation and Specialization

30

econometrics

Jean-Pierre URBAIN
University of Maastricht
Spurious Regression in Nonstationary Panels with Cross-Member Cointegration
date type speaker paper / argument

February

3

lunch

Ken SENNEWALD
Dresden University of Technology
Optimal Saving under Risk of Unemployment

4

lunch

Miquel PELLICER
Ente "Luigi Einaudi"
European University Institute, Florence
Education and Financial Market Participation

6

econometrics

Michael McALEER
University of Western Australia
Generalized Autoregressive Conditional Correlation

9

economics

Elhanan HELPMAN
Tel Aviv University

Global Sourcing

10

lunch

Cecilia CAGLIO
Ente "Luigi Einaudi"
Block Trading and the Limit Order Book: An Analysis of Liquidity and Information

13

econometrics

Fabio CANOVA
Universitat Pompeu Fabra, Barcelona
Convergence and Syncronization of G-7 Cycles

16

economics

Bruno PARIGI
University of Padua

Local Market Integration and Control Rights

27

econometrics

Rolf ABERGE
University of Oslo
A Micronometric Modelling Approach for Analysis Efficiency and Distributional Effects of Tax Reforms: Empirical Evidence from Italy and Norway
date type speaker paper / argument

March

1

economics

Sonia FALCONIERI
Tilburg University

From the IPO to the First Trade: Is Underpricing Related to the Trading Mechanism?

5

econometrics

Geert DHAENE
Université Catholique de Louvain
Indirect and GMM-Based Inference for the Stochastic Volatility Model: Some Closed Form Results

8

economics

Stefania ALBANESI
Duke University

Dynamic Optimal Taxation with Private Information

12

econometrics

Joachim WINTER
University of Mannheim
Measuring Perceptions and Behaviour in Household Surveys

15

economics

Gianmarco I. P. OTTAVIANO
University of Bologna

Market Size Trade and Productivity

19

economics

Robert J. SHILLER
Yale University

Presentazione della traduzione italiana del volume "The New Financial Order: Risk in the 21th Century"

22

economics

Fabio SCHIANTARELLI
Boston College

Capital Accumulation and Growth: A Demise Prematurely Foretold?

29

economics

Klaus WAELDE
Dresden University of Technology

Endogenous Business Cycles and Growth
date type speaker paper / argument

April

5

economics

Mike GOLOSOV
University of Minnesota

Menu Costs and Phillips Curves

8

economics

Kenneth KAVAJECZ
University of Wisconsin

Packaging Liquidity: Blind Auctions and Transaction Efficiencies

13

economics

Ernst-Ludwig VON THADDEN
University of Lausanne

Financial Contract Theory

16

econometrics

Jacques MAIRESSE
INSEE - CREST
Research, Innovation and Productivity: A Presentation and Some New Preliminary Results on an Ongoing Line of Research

19

economics

Wilko BOLT
Nederlandsche Bank

Banking, Competition, Risks and Regulation

22

economics

Michael HALIASSOS
University of Cyprus

The Distribution of Gains from Access to Stocks

23

econometrics

Siem Jan KOOPMAN
Free University of Amsterdam
Tracking Growth and the Business Cycle: A Stochastic Cycle Model for the Euro Area

26

economics

Giorgio BRUNELLO
University of Padua

Agglomeration Effects on Employer-Provided Training: Evidence from the UK
date type speaker paper / argument

May

3

economics

Fredric PALOMINO
HEC, Paris

Overconfidence and Delegated Portfolio Management

14

econometrics

Yannis BILIAS
University of Cyprus
The Distribution of Gains from Access to Stocks

18

economics

Antoine FAURE-GRIMAUD
London School of Economics

Time to Think: The Decision Problem (with Application to Financial Contracting)

18

econometrics

Arthur LEWBEL
Boston College
Identification of Endogenous Heteroskedastic Model

21

econometrics

Elvezio RONCHETTI
University of Geneva
Robust Second-Order Inference

24

economics

Giovanni FACCHINI
University of Illinois

Cultural Differences, Insecure Property Rights and the Mode of Entry by Multinational Corporations

31

economics

Piero GOTTARDI
University of Venice

Portfolio Monitoring
date type speaker paper / argument

June

4

econometrics

Graham ELLIOT
University of California, San Diego
Confidence Sets for a Single Break in Linear Time Series Regression

7

economics

Evren ORS
HEC, Paris

Price and Non-Price Competition in Banking: Evidence from US Thrifts

14

economics

Cecilia TESTA
University of London

On the Determinants of US Federal Budget Allocation: An Empirical Investigation

21

economics

Marti SUBRAHMANYAN
Stern School, New York

Market Incompleteness and Super Value Additivity: Implications for Securitization

25

lunch

Elisabetta IOSSA
Brunel University
Contractual Enforcement and Investments: The Role of Arbitration in Commercial Disputes Resolution

28

economics

Leonardo FELLI
London School of Economics

Firm-Specific Training

30

economics

Barbara ANNICHIARICO, Giuseppe FERRERO, Guido LORENZONI, Giancarlo MARINI, Stefano NERI, Alessandro PIERGALLINI and Mirko WIEDERHOLT

Macro Dynamics Workshop
date type speaker paper / argument

July

9

lunch

Antonio FALATO
Columbia University
Optimal Lending Contracts and Market Structure

12

lunch

Leo FERRARIS
London School of Economics
On the Complementarity of Money and Credit

16

lunch

Steven SIMON
Université Catholique de Louvain
A Structural Model for Corporate Bonds with Essentially Affine Interest Rate Dynamics

23

lunch

Arantxa JARQUE LLAMAZARES
University of Rochester
Moral Hazard and Persistent Actions: Implications for CEO Compensation

30

lunch

Alberto FELETTIGH e Anna RENDINA
Columbia University
Severance Payments and Capital Accumulation



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