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Seminars: a.y. 2004-2005

home  >  seminars  >  schedule a.y. 2004-2005

Schedule

date type speaker paper / argument

September

6

economics

Kay GIESECKE
Cornell University
Calibrating Credit with Incomplete Information

20

economics

Philippe BACCHETTA
Study Center Gerzensee
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

23

economics

Pierluigi CIOCCA (Bank of Italy)
Luca FILIPPA (Italian Stock Exchange)
Giovanni MARONGIU (University of Genoa)
Antonio PEDONE (University of Rome "La Sapienza")
Presentation of the book:
FISCO E FINANZA IN ITALIA E IN EUROPA
(ed. Bancaria Editrice)
Silvia GIANNINI (a cura di)
(University of Bologna)

27

economics

Giovanni FERRI
University of Bari
Government Guarantees Behind Banks: International Evidence fron the Ratings
date type speaker paper / argument

October

4

economics

Antonio GUARINO
Ente "Luigi Einaudi"
University College, London
Herd Behavior in a Laboratory Financial Market

5

lunch

Jens EISENSCHMIDT
Dresden University of Technology
International Capital Flows meets Corporate Liquidity Demand

6

lunch

Alessandro FLAMINI
HEI, Geneva
Inflation Targeting and Exchange Rate Pass-through

11

economics

Guido ASCARI
University of Pavia
The Optimal Stability-Oriented Monetary Policy: Optimal Monetary Policy Under Low Trend Inflation

14

economics

Robert S. CHIRINKO
Emory University
Greenspan Shrugs: Formal Addresses, Bond Market Volatility, and Monetary Policy Uncertainty

18

economics

Eugenio PROTO
University of Warwick
Can Good Fundamentals "Weaken" the Banking System?

25

economics

Giovanni L. VIOLANTE
New York University
Optimal Welfare-to-Work Programs

28

econometrics

Jesús GONZALO MUŃOZ
Universidad Carlos III de Madrid
Large Shocks vs Small Shocks (or Does Size Matter? Maybe So)

29

lunch

Federico RAVENNA
University of California, Santa Cruz
Menu Costs at Work: Restaurant Prices and the Introduction of the Euro
date type speaker paper / argument

November

4

econometrics

Raffaello SERI
Insubria University
Statistical Properties of Generalized Discrepancies

8

economics

Umberto CHERUBINI
University of Bologna
Accounting Fraud and the Pricing of Corporate Liabilities. Structural models with Garbling

15

economics

Tito BOERI (Bocconi University, Milan)
Andrea BRANDOLINI (Bank of Italy)
Giorgio BRUNELLO (University of Padua)
Daniele CHECCHI (University of Milan)
Antonio CICCONE (Universitat Pompeu Fabra)
Federico CINGANO (Bank of Italy)
Piero CIPOLLONE (Bank of Italy)
Eugenio GAIOTTI (Bank of Italy)
Francesco LIPPI (Bank of Italy)
NUOVI TEMI PER LA POLITICA ECONOMICA
by:
Michele POLO (Bocconi University, Milan and Giornale degli Economisti)
Daniele TERLIZZESE (Ente Luigi Einaudi and Bank of Italy)

18

econometrics

Liudas GIRAITIS
University of York
Consistent Estimation of the Memory Parameter for Nonlinear Time Series

19

economics

George CHACKO (Harvard Business School)
Sriketan MAHANTI (State Street Bank)
Gaurav MALLIK (State Street Bank)
Marti G. SUBRAHMANYAM (Stern School of Business)
LIQUIDITY RISK IN THE CORPORATE BOND MARKETS: IMPLICATIONS AND INDICATIONS
by:
Ente "Luigi Einaudi"
Italian Banking Association (ABI)

22

economics

Mark SALMON
Warwick Business School
Market Stress and Herding

25

econometrics

Riccardo LUCCHETTI
Universitŕ Politecnica delle Marche
Identification of covariance structures

29

economics

Gabriella CHIESA
University of Bologna
Risk Transfer, Lending Capacity and Real Investment Activity
date type speaker paper / argument

December

2

econometrics

Giovanni G. AMISANO
University of Brescia
Alternative Time-Varying Parameter Specifications for Bayesian VAR Models

6

economics

Andrea CAGGESE
Universitat Pompeu Fabra
Testing Financing Constraints on Firm Investment using Variable Capital

9

econometrics

Antonio FORCINA
University of Perugia
Multivariate Ordered Logit Regressions

10

lunch

Michele BERARDI
Ente "Luigi Einaudi"
Sant'Anna School of Advanced Studies, Pisa
Heterogeneity and misspecifications in expectations formation: which consequences for monetary policy?

13

economics

Ákos VALENTINYI
University of Southampton
Accounting for the Relative Price Facts across Countries

16

econometrics

Tommaso PROIETTI
University of Udine
On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates

17

lunch

Leo FERRARIS
Ente "Luigi Einaudi"
London School of Business
On the Complementarity of Money and Credit

20

economics

Gian Luca CLEMENTI
Stern School of Business, New York
Legal Institutions, Sectoral Heterogeneity, and Economic Development

22

lunch

Alberto Franco POZZOLO
Ente "Luigi Einaudi"
Universitŕ del Molise
Is firm's productivity related to its financial structure? Evidence from microeconomic data
date type speaker paper / argument

January

17

economics

Wouter J. DENHAAN
London Business School
University of California, San Diego
Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime

24

economics

Riccardo CALCAGNO
Tilburg University
Market based compensation, trading and liquidity

27

econometrics

Anindya BANERJEE
European University Institute, Florence
Breaking panel data cointegration

31

economics

Paolo VITALE
Ente "Luigi Einaudi"
"G. d'Annunzio" University, Pescara
An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates
date type speaker paper / argument

February

7

economics

Vicente CUŃAT
Universitat Pompeu Fabra, Barcelona
Executive Compensation and Competition in the Banking and Financial Sectors

14

economics

Paul S. SEGERSTROM
Stockholm School of Economics
A Theory of North-South Trade and Globalization

21

economics

Barbara PETRONGOLO
London School of Economics
Unequal Pay or Unequal Employment? A Cross-country Analysis of Gender Gaps

24

econometrics

Stefano FACHIN
University "La Sapienza", Rome
Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units

28

economics

Gabriele SUSINNO
Finance-and-Physics

Market Dynamics as a Consequence of Local Complementarity and Global Substitutability in Agent's Strategies
date type speaker paper / argument

March

3

econometrics

M. Hashem PESARAN
University of Cambridge
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns

7

economics

Vasso P. IOANNIDOU
Tilburg University
The Impact of Explicit Deposit Insurance on Market Discipline

14

economics

Francesco CASELLI
Harvard University

The World Technology Frontier

16

economics

Domenico CUOCO
Wharton School, University of Pennsylvania
An Analysis of VaR-based Capital Requirements

17

econometrics

István BERKES
Graz University of Technology
Asymptotic results for long memory LARCH sequences

21

economics

Lucio SARNO
University of Warwick
The Forward Bias Puzzle and Nonlinearity in Deviations from Uncovered Interest Parity: A New Perspective

24

econometric lesson

Richard BLUNDELL
University College London
Micro-Econometric evaluation methods

24

econometrics

Richard BLUNDELL
University College London
Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds

25

econometric lesson

Richard BLUNDELL
University College London
Dynamic panel data methods
date type speaker paper / argument

April

4

economics

Bertrand WIGNIOLLE
Université Paris 1
Political economy of social security with endogenous preferences

7

lunch

Luca DEDOLA
Ente "Luigi Einaudi"
Bank of Italy
Pass-Through and Exchange-Rate Fluctuations in a DSGE Model of Price Discrimination

14

econometrics

Pedro CARNEIRO
University College London
Ability, Sorting and Wage Inequality

15

lunch

Andrea CIPOLLINI
Queen Mary, University of London
Business cycle effects on capital requirements: scenario generation through Dynamic Factor analysis

18

economics

Eliana LA FERRARA
Bocconi University, Milan
Diamonds Are Forever, Wars Are Not. Is Conflict Bad for Private Firms?

21

econometric lesson

Melvyn WEEKS
University of Cambridge
On The Specification, Identification, and Estimation of Discrete Choice Models: Classical and Bayesian Perspectives

21

econometrics

Melvyn WEEKS
University of Cambridge
Assessing the impact of private sector balance sheets on financial crises: a comparison of Bayesian and information-theoretic measures of model uncertainty

22

economics

Giovanni MAGGI
Princeton University

A Political Economy Theory of Trade Agreements

28

econometric lesson

Melvyn WEEKS
University of Cambridge
On The Specification, Identification, and Estimation of Discrete Choice Models: Classical and Bayesian Perspectives

28

econometrics

Frank WINDMEIJER
Institute for Fiscal Studies, London
Unit Roots: Identification and Testing in Micro Panels
date type speaker paper / argument

May

2

economics

Claudio MICHELACCI
CEMFI, Madrid
Technology Shocks and Job Flows

5

econometric lesson

Melvyn WEEKS
University of Cambridge
On The Specification, Identification, and Estimation of Discrete Choice Models: Classical and Bayesian Perspectives

5

econometrics

Arthur VAN SOEST
Tilburg University
Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models

9

economics

Antoine D'AUTUME
Université Paris 1
Ageing and retirement age. What can we learn from the Overlapping Generations Model?

12

econometric lesson

Melvyn WEEKS
University of Cambridge
On The Specification, Identification, and Estimation of Discrete Choice Models: Classical and Bayesian Perspectives

12

econometrics

Domenico GIANNONE
Université Libre de Bruxelles
Monetary Policy in Real Time

16

economics

Giorgio VALENTE
University of Warwick

Deviations from Purchasing Power Parity Under Different Exchange Rate Regimes: Do They Revert and, If So, How?

18

econometric lesson

Charles F. MANSKI
Northwestern University
Current Issues in Measuring Expectations: Measuring Expectations

19

econometric lesson

Charles F. MANSKI
Northwestern University
Current Issues in Measuring Expectations: Measuring and Interpreting Expectations of Equity Returns

19

econometrics

Charles F. MANSKI
Northwestern University
Minimax-regret treatment choice with missing outcome data

23

economics

Michele RUTA
European University Institute, Florence

The Political Economy of Fear of Floating

26

econometrics

Rajendra J. BHANSALI
University of Liverpool
Prediction of long-memory time series: an overview

30

economics

María Fabiana PENAS
Tilburg University
The maturity of loan commitments to small businesses: An empirical analysis
date type speaker paper / argument

June

6

economics

Dora L. COSTA
Massachusetts Institute of Technology
Matthew E. KAHN
The Fletcher School, Tufts University
Social Capital: Lessons from Wartime

8

lunch

Till Marco von WACHTER
Columbia University
Long-Term Effects from a Bad Start? An Analysis of College Graduates using Matched Employer-Employee Data

13

economic lesson

Guido LORENZONI
Ente "Luigi Einaudi"
Massachusetts Institute of Technology
Imperfect information and non-neutrality

13

economics

Marco SCARSINI
University of Turin
Optimal Risk Sharing with Background Risk

15

economic lesson

Guido LORENZONI
Ente "Luigi Einaudi"
Massachusetts Institute of Technology
Public information and strategic complementarities

20

economic lesson

Guido LORENZONI
Ente "Luigi Einaudi"
Massachusetts Institute of Technology
Imperfect Information, Consumers' Expectations and Business Cycles

20

economics

Matthias DOEPKE
University of California, Los Angeles
Real Effects of Inflation through the Redistribution of Nominal Wealth

27

economics

Antonio MELE
London School of Economics
Rational Stock-Market Fluctuations

28

lunch

Miquel PELLICER GALLARDO
Ente "Luigi Einaudi"
European University Institute, Florence
Inequality Persistence trough Vertical vs. Horizontal Coalitions
date type speaker paper / argument

July

4

economics

Pietro VERONESI
University of Chicago
Technological Revolutions and Stock Prices

7

lunch

Giovanni FERRI
Ente "Luigi Einaudi"
University of Bari

Dan SASAKI
University of Tokyo
More ain't always better: Efficient entry in the credit rating industry



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