Econometrics Seminars Autumn 2006

ECONOMETRICS AUTUMN SEMINARS 2006
Sponsored by IEP and IGIER

All seminars start at 12.45 unless otherwise indicated, and last about an hour. Please note that from November 6th until the end of December, ALL seminars will be held in ROOM 24, Via Sarfatti 25 unless otherwise indicated.  

Wednesday September 13th (ROOM 41, Via Sarfatti 25) - OCCASIONAL SEMINAR
Valentino Dardanoni (Università di Palermo)
"Role Effects in Intergenerational Education Transmission" joint with A. Forcina & S. Modica

Monday  September 18th (ROOM 21, Via Sarfatti 25)
Hashem Pesaran (Cambridge University)
"Testing Dependence among Serially Correlated Multi-Category Variables" joint with A. Timmermann

Wednesday October 11th (ROOM 44, Via Sarfatti 25) - OCCASIONAL SEMINAR
Oscar Jorda (UC Davis, California)
"Inference for Impulse Responses"

Monday October 16th (ROOM 201, Via Sarfatti 25)
Kirstin Hubrich (European Central Bank, Frankfurt)
"Forecasting Economic Aggregates by Disaggregates" joint with David Hendry form Oxford University

Monday October 23rd (ROOM 201, Via Sarfatti 25)
Luigi Pistaferri (Stanford University)
"Wage Risk and Employment Risk over the Life Cycle" joint with Hamish Low and Costas Meghir

Monday October 30th (ROOM 201, Via Sarfatti 25)
Sergio Pastorello (University of Bologna)
"Estimation of Objective and Risk-neutral Distributions Based on Moments of Integrated Volatility" joint with R. Garcia, M-A. Lewis and E. Renault

Monday November 27th
Mario Forni (University of Modena)
"New Eurocoin: Tracking Economic growth in Real Time" joint with F. Altissimo, R. Cristadoro, M. Lippi and G. Veronese

Monday December 11th
Siem Jan Koopman (University of Amsterdam)
"Trend-Cycle Decompositions Based on Time-Varying Spectra with an Application to U.S. Time Series" joint with Soon Yip Wong