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Seminar Schedule: 2007-08
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__________________________________________________________________________________
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All
seminars are in BA 231 from 3:30 to 5:00
pm, unless noted otherwise.
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Seminars
with an asterisk ("*") are forecasting seminars supported by the
New York State Division of the Budget.
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Fall
2008
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September 5
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Frank
Diebold*
University of Pennsylvania
Topic: Forthcoming
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October 10
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Kenneth
West*
University of Wiscosin
Topic: Forthcoming
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Spring
2008
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Friday, January 25
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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
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Monday, January 28
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Li Wang
Pennsylvania State University
Topic: Integrated Conditional Moment.Tests for Parametric
Conditional Distributions
(Paper)
Time: 4:15-5:35 pm; Room: BA-130
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Wednesday, January 30
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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
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Friday, February 1
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Jan
Mutl
Time: 4:15-5:35 pm; Room: BA-130
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Tuesday, February 5
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Alvin
Murphy
Duke University
Topic: A Dynamic Model of Housing Supply (Paper)
Time: 4:15-5:35 pm; Room: BA-130
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Thursday, February 7
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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
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Thursday, February 7
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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
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Thursday, February 8
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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
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Monday, February 25
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Baris Yörük
Boston College
Topic: How Responsive are Charitable Donors to Requests
to Give? (Paper)
Time: 4:15-5:35 pm; Room: BA-130
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Tuesday, February 26
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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
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Wednesday, February 27
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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
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Thursday, March 7
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Masako Miyanishi
University of California, Davis
Topic: Testing the Present Value Model (Paper)
Time: 4:15-5:35 pm; Room: BA-130
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Friday, March 8
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Robert Engle* (Announcement)
New York University
Topic: High Dimension Dynamic Correlations (Paper)
Time: 3:30-5:00 pm; Room: BA-219
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Monday, March 10
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Huaming Peng
Yale University
Topic: Factor Count Choice Using Posterior Information
(Paper)
Time: 3:30-5:00 pm; Room: BA-130
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Monday, March 14
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Michael Jerison
SUNY Albany
Topic: Testable Conditions for Unique,Stable Equilibrium
with Linear Distortions (Paper)
Time: 3:30-5:00 pm; Room: BA-130
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Friday, April 4
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Heski
Bar-Isaac
NYU
Topic: Information and Human Capital Management (Paper)
Time: 3:30-5:00 pm; Room: BA-233
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Friday, April 11
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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
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Monday, April 14
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Eric
Smith
Essex
Topic: Forthcoming
Time: 3:30-5:00 pm; Room: BA-130
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Thursday, April 17
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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
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Friday, April 18
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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
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Friday, April 25
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Erik
Hurst
University of Chicago
Topic: Deconstructing Lifecycle Expenditure (Paper)
Time: 3:30-5:00 pm; Room: BA-233
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Friday, May 2
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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
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Wednesday, May 7
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Pinka
Chatterji
SUNY Albany
Topic: Consequences of Eliminating Federal Disability Benefits
for Substance Abusers
Time: 3:30-5:00 pm; Room: BA-130
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Monday, May 12 |
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David
F. Hendry*
Oxford University
Topic: Forecasting, Structural Breaks and Non-Linearities
(Paper)
Time: 3:30-5:00 pm; Room: BA-130
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Fall
2007
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Friday, September 21
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Tara
Sinclair
George Washington University
Topic: Asymmetry in the Business Cycle: A New Unobserved
Components Model (Paper)
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Friday, September 28
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William Thomson
University of Rochester
Topic: Borrowing-Proofness (Paper)
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Friday, October 5
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Brian
Krauth
Simon Fraser University
Topic: Bounding a Linear Causal Effect Using Relative Correlation
Restrictions (Paper)
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Friday, October 12
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Silvio
Rendon
Stony Brook University
Topic: International Job Search: Mexicans in and out of
the US (Paper)
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Friday, October 19
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Vivian Yue
New York University
Topic: Solving the Country Risk-Business Cycles Disconnect:
Endogenous Output Collapse in a Model of Sovereign Default (Paper)
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Monday, October 29
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Joop Hartog
Universiteit van Amsterdam
Topic: A Risk Augmented Mincer Earnings Equation? Taking
Stock (Paper)
Time: 3:30-5:00 pm; Room: BA-130
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Thursday, November 8 (Announcement)
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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
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Friday, November 9
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Tomas Sjostrom
Rutgers University
Topic: Domestic Political Survival and International Conflict:
Is Democracy Good for Peace? (Paper)
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Friday, November 16
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Patrik Guggenberger
UCLA
Topic: The Impact of a Hausman Pretest on the Size of Hypothesis
Tests (Paper)
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Friday, November 30
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Donghoon Lee
Federal Reserve
Bank of New York
Topic: Option Value of Human Capital and the Narrowing
Gender Gap in Labor Markets (Paper)
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