Seminar Schedule: 2007-08

 

 

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All seminars are in BA 231 from 3:30 to 5:00 pm, unless noted otherwise.

 

 

Seminars with an asterisk ("*") are forecasting seminars supported by the New York State Division of the Budget.

 

     

 

Fall 2008

 

     
 

September 5

 
 

 

Frank Diebold*
University of Pennsylvania

Topic: Forthcoming

 
     
 

October 10

 
 

 

Kenneth West*
University of Wiscosin

Topic: Forthcoming

 
     
     

 

Spring 2008

 

 

 

 

 

Friday, January 25

 
 

 

Dong Jin Lee
University of California, San Diego

Topic: Efficient Tests For Parameter Instability In General Models with Unknown Error Distribution (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 

 

 

 

 

Monday, January 28

 
 

 

Li Wang
Pennsylvania State University

Topic: Integrated Conditional Moment.Tests for Parametric Conditional Distributions (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 

 

 

 

 

Wednesday, January 30

 
 

 

Christopher Smith
MIT

Topic: Dude, Where's My Job? The Impact of Immigration on the Youth Labor Market (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Friday, February 1

 
 

 

Jan Mutl

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Tuesday, February 5

 
 

 

Alvin Murphy
Duke University

Topic: A Dynamic Model of Housing Supply (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Thursday, February 7

 
 

 

Bing-ru Teh
University of California, Berkeley

Topic: Do Liquor Stores Increase Crime and Urban Decay? Evidence from Los Angeles (Paper)

Time: 2:45-4:05 pm;  Room: BA-130

 
     
 

Thursday, February 7

 
 

 

Jing Liu
Cornell University

Topic: Generalized Residual-Based Specification Testing for Duration Models with Censoring (Paper)

Time: 10:00-11:20 pm;  Room: HU-354

 
     
 

Thursday, February 8

 
 

 

Nazgul Jenish
University of Maryland

Topic: Central Limit Theorems and Uniform Laws of Large Numbers for Arrays of Random Fields (Paper)

Time: 2:30-4:00 pm;  Room: BA-214

 
     
 

Monday, February 25

 
 

 

Baris Yörük
Boston College

Topic: How Responsive are Charitable Donors to Requests to Give? (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Tuesday, February 26

 
 

 

Stephen Weinberg
Harvard University

Topic: Flexible Youths and Sticky Adults: Advertising to Overlapping Generations in the Cigarette Industry (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Wednesday, February 27

 
 

 

Na Yin
SUNY-Stony Brook

Topic: Partial Benefits in the Social Security Disability Insurance Program: A Policy Alternative to Foster Work among the Disabled (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Thursday, March 7

 
 

 

Masako Miyanishi
University of California, Davis

Topic: Testing the Present Value Model (Paper)

Time: 4:15-5:35 pm;  Room: BA-130

 
     
 

Friday, March 8

 
 

 

Robert Engle* (Announcement)
New York University

Topic: High Dimension Dynamic Correlations (Paper)

Time: 3:30-5:00 pm;  Room: BA-219

 
     
 

Monday, March 10

 
 

 

Huaming Peng
Yale University

Topic: Factor Count Choice Using Posterior Information (Paper)

Time: 3:30-5:00 pm;  Room: BA-130

 
     
 

Monday, March 14

 
 

 

Michael Jerison
SUNY Albany

Topic: Testable Conditions for Unique,Stable Equilibrium with Linear Distortions (Paper)

Time: 3:30-5:00 pm;  Room: BA-130

 
     
 

Friday, April 4

 
 

 

Heski Bar-Isaac
NYU

Topic: Information and Human Capital Management (Paper)

Time: 3:30-5:00 pm;  Room: BA-233

 
     
 

Friday, April 11

 
 

 

John Geweke* (Announcement)
University of Iowa

Topic: Hierarchical Markov Normal Mixture Models with Application to Financial Asset Returns (Paper)

Time: 3:30-5:00 pm;  Room: BA-233

 
     
 

Monday, April 14

 
 

 

Eric Smith
Essex

Topic: Forthcoming

Time: 3:30-5:00 pm;  Room: BA-130

 
     
 

Thursday, April 17

 
 

 

Kenneth Wallis* (Announcement)
Warwick University

Topic: Evaluating a Three-Dimensional Panel of Point Forecasts:The Bank of England Survey of External Forecasters (Paper)

Time: 4:15-5:35pm ;  Room: BA-130

 
     
 

Friday, April 18

 
 

 

Luis Corchon
Universidad Carlos III

Topic: Computing Welfare Losses from Data under Imperfect Competition with Heterogeneous Goods (Paper)

Time: 3:30-5:00 pm;  Room: BA-233

 
     
 

Friday, April 25

 
 

 

Erik Hurst
University of Chicago

Topic: Deconstructing Lifecycle Expenditure (Paper)

Time: 3:30-5:00 pm;  Room: BA-233

 
     
 

Friday, May 2

 
 

 

Mark Watson* (Announcement)
Princeton University

Topic: Using Large N, T Factor Models for Forecasting, Data Description, and Structural Analysis (Paper), (Paper), (Paper)

Time: 3:30-5:00 pm;  Room: BA-233

 
     
 

Wednesday, May 7

 
 

 

Pinka Chatterji
SUNY Albany

Topic: Consequences of Eliminating Federal Disability Benefits for Substance Abusers

Time: 3:30-5:00 pm;  Room: BA-130

 
     
  Monday, May 12  
 

 

David F. Hendry*
Oxford University

Topic: Forecasting, Structural Breaks and Non-Linearities (Paper)

Time: 3:30-5:00 pm;  Room: BA-130

 
     

 

Fall 2007

 

 

 

 

 

 

Friday, September 21

 

 

 

Tara Sinclair
George Washington University

Topic: Asymmetry in the Business Cycle: A New Unobserved Components Model (Paper)

 

 

 

 

 

 

Friday, September 28

 

 

 

William Thomson
University of Rochester

Topic: Borrowing-Proofness (Paper)

 

 

 

 

 

Friday, October 5

 

 

 

Brian Krauth
Simon Fraser University

Topic: Bounding a Linear Causal Effect Using Relative Correlation Restrictions (Paper)

 

 

 

 

 

Friday, October 12

 

 

 

Silvio Rendon
Stony Brook University

Topic: International Job Search: Mexicans in and out of the US (Paper)

 

 

 

 

 

 

Friday, October 19

 

 

 

Vivian Yue
New York University

Topic: Solving the Country Risk-Business Cycles Disconnect: Endogenous Output Collapse in a Model of Sovereign Default (Paper)

 

 

 

 

 

 

Monday, October 29

 

 

 

Joop Hartog
Universiteit van Amsterdam

Topic: A Risk Augmented Mincer Earnings Equation? Taking Stock (Paper)

Time: 3:30-5:00 pm;  Room: BA-130

 

 

 

 

 

Thursday, November 8 (Announcement)

 

 

 

James Hamilton*
University of California, San Diego

Topic: Daily Monetary Policy Shocks and the Delayed Response of New Home Sales (Paper)

Time: 2:45-4:05 pm;  Room: BA-130

 

 

 

 

 

Friday, November 9

 

 

 

Tomas Sjostrom
Rutgers University

Topic: Domestic Political Survival and International Conflict: Is Democracy Good for Peace? (Paper)

 

 

 

 

 

 

Friday, November 16

 

 

 

Patrik Guggenberger
UCLA

Topic: The Impact of a Hausman Pretest on the Size of Hypothesis Tests (Paper)

 

 

 

 

 

 

Friday, November 30

 

 

 

Donghoon Lee
Federal Reserve Bank of New York

Topic: Option Value of Human Capital and the Narrowing Gender Gap in Labor Markets (Paper)