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Seminars: a.y. 2006-2007

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Schedule

date type speaker paper / argument

September

15

5:30 pm

economics

Lionel MARTELLINI
EDHEC-Risk
Dynamic Allocation Decisions in Asset and Liability Management

18

5:30 pm

economics

David THESMAR
HEC, Paris
Social Networks in the Boardroom

20

5:30 pm

economics

Enrico C. PEROTTI
University of Amsterdam
The Political Origin of Pension Funding

28

6:00 pm

econometrics

Jean BOIVIN
HEC Montréal
DSGE Models in a Data-Rich Environment
date type speaker paper / argument

October

9

5:30 pm

economics

Jan BOONE
Tilburg University
How (not) to measure Competition

12

6:00 pm

econometrics

Daniele PASERMAN
Hebrew University of Jerusalem
Does Immigration Affect the Long-Term Educational Outcomes of Natives? Quasi-Experimental Evidence

13

1:10 pm

lunch

Luca DEDOLA
European Central Bank
Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries

19

6:00 pm

econometrics

Helmut LÜTKEPOHL
European University Institute, Florence
Structural Vector Autoregressions with Nonnormal Residuals
date type speaker paper / argument

November

2

6:00 pm

econometrics

Stephen POLLOCK
Queen Mary, London
Comparative Economic Cycles

6

5:30 pm

economics

Umberto CHERUBINI
Ente "Luigi Einaudi"
University of Bologna
The Dependence Structure of Running Maxima and Minima: Results and Option Pricing Applications

9

6:00 pm

econometrics

Javier HUALDE
University of Navarra
Semiparametric Estimation of Fractional Cointegration

23

6:00 pm

econometrics

Enrico RETTORE
University of Padova
How Large is the Retirement Consumption Drop in Italy?

30

6:00 pm

econometrics

Jörg BREITUNG
University of Bonn
Testing for multistep causality
date type speaker paper / argument

December

7

6:00 pm

econometrics

Massimo FRANCHI
University "La Sapienza", Rome
A characterization of polynomial cofractionality in the VAR{d,b} (k) model

11

5:30 pm

economics

Zeno ENDERS
Ente "Luigi Einaudi"
EUI, Florence
S-Curve Redux: On the International Transmission of Technology Shocks

19

5:30 pm

economics

Stefania ALBANESI
Columbia University
Optimal Taxation of Entrepreneurial Capital with Private Information
date type speaker paper / argument

January

29

5:30 pm

economics

Gur HUBERMAN
Columbia University
Turnover and Volatility
date type speaker paper / argument

February

5

5:30 pm

economics

Francesco MENONCIN
University of Brescia
The role of longevity bonds in optimal portfolios

15

6:00 pm

econometrics

Andrew HARVEY
University of Cambridge
Quantiles, Expectiles and Splines
date type speaker paper / argument

March

1

6:00 pm

econometrics

Amos GOLAN
American University
Promotion and Retention Based on Individual Attributes and Environmental Characteristics: The U.S. Navy

8

6:00 pm

econometrics

Michael LECHNER
University of St. Gallen
Sequential Causal Models for the Evaluation of Labor Market Programs

9

1:10 pm

lunch

Carlo ROSA
London School of Economics
The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market

15

6:00 pm

econometrics

Dimitrios CHRISTELIS
CSEF, University of Salerno
Expected bequests and wealth of older households

29

6:00 pm

econometrics

Francis G. VELLA
Georgetown University
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators
date type speaker paper / argument

April

4

6:00 pm

econometrics

Victor Enriquez GOMEZ
Ministry of Economics and Finance, Madrid
A State Space Approach to the Problem of Sampling at Different Frequencies

12

6:00 pm

econometrics

Morten O. RAVN
European University Institute, Florence
Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States

18

5:00 pm

economics

Kaushik BASU
Cornell University
Social norms and economic performance

19

6:00 pm

econometrics

Melvyn WEEKS
University of Cambridge
Jointness of Growth Determinants

27

5:30 pm

economics

Charles ENGEL
University of Wisconsin, Madison
Exchange Rate Models Are Not as Bad as You Think
date type speaker paper / argument

May

3

6:00 pm

econometrics

Raffaello SERI
University of Insubria, Varese
A Statistical Theory of Estimation in Economic Experiments

10

6:00 pm

econometrics

Wilbert van der KLAAUW
Federal Reserve Bank, New York
The Impact of Social and Economic Policy on the Family Structure Experiences of Children in the United States

24

6:00 pm

econometrics

Joel L. HOROWITZ
Northwestern University
Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

28

5:30 pm

economics

Pierluigi BALDUZZI
Boston College
Asset-pricing Models and Economic Risk Premia: A Decomposition
date type speaker paper / argument

June

4

5:30 pm

economics

Francis E. WARNOCK
University of Virginia
Financial Globalization, Governance, and the Evolution of the Home BIAS

6

6:00 pm

econometrics

Anne C. CASE
Princeton University
Stature and status: Height, ability, and labor market outcomes

7

6:00 pm

econometrics

Angus S. DEATON
Princeton University
Aging and wellbeing around the world: evidence from the Gallup World Poll

14

6:00 pm

econometrics

Christopher J. FLINN
New York University
Household Search and Health Insurance Coverage

18

5:30 pm

economics

Veronica GUERRIERI
University of Chicago, GSB
Liquidity and Trading Dynamics

20

1:10 pm

lunch

Fabiano SCHIVARDI
University of Cagliari
Does idiosyncratic risk matter for growth?

21

5:30 pm

economics

James M. SNYDER, Jr.
Massachusetts Institute of Technology
Partisan Bias in Economic News: Evidence on the Agenda-Setting Behavior of U.S. Newspapers

25

1:00 pm

economics

Mattew SHUM
Johns Hopkins University, Baltimore
Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions

26

11:00 am

economics

Federico RAVENNA
University of California, Santa Cruz
Vacancies, Unemployment, and the Phillips Curve

26

6:00 pm

econometrics

Arthur VAN SOEST
Tilburg University
Validating the Use of Vignettes for Subjective Threshold Scales
date type speaker paper / argument

July

3

1:10 pm

lunch

Stefania ALBANESI
Columbia University
Intertemporal Distortions in the Second Best

4

5:30 pm

economics

Paola GIULIANO
Harvard University
The Power of the Family



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