Micro/Econometrics Seminars 2002

Sponsored by IEP and IGIER


Wednesday, January 16
Felix Chan (University of Western Australia)
"Maximum Likelihood Estimation of STAR and STAR-GARCH Models: A Monte Carlo Analysis" (joint with Michael McAleer)

Thursday, January 17
Frank De Jong (University of Amsterdam)
"Privatization and Stock Market Liquidity" (Paper not available)

Wednesday, January 23
Marco Lippi (Università di Roma "La Sappienza")
"The Generalized Dynamic Factor Model One-Sided Estimation and Forecasting" (joint with M. Forini, M. Hallin, and L. Reichlin)


Thursday, February 21
David Schmeidler (Tel Aviv University)
"Rhetoric and Analogies" (joint with E. Aragones, I. Gilboa, and A. Postlewaite)
(PDF file, 312 KB)

Wednesday, February 27
Oscar Jorda (UC-Davis)
"Measuring Systematic Monetary Policy" (joint with K. Hoover)
(PDF file, 212.6 KB)

Thursday, February 28
Stefano Demichelis (Università di Pavia)
"Learning and voters turnout in election"
(PDF file, 255 KB)


Monday, March 4, Room 2, via San Mansueto, 4 Time: 16:00
Allan Timmermann (UC-San Diego)
"Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions"
(PDF file, 434.4 KB)

Thursday, March 7
Leonardo Felli (London School of Economics)
"Endogenous Lobbying" (joint with Antonio Merlo)
(PDF file, 253 KB)

Wednesday, March 13
Lucrezia Reichlin (ULB)
"Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited" (joint with D. Giannone and L. Sala)

Thursday, March 14
Ernst Fehr (University of Zurich)
"Contractual Incompleteness and the Nature of Market Interactions"
(PDF file, 312 KB)

Wednesday, March 20
Jerome Henry (ECB)
"Supply and Demand Shocks in the Euro Area: An Area Wide Model (AWM) Simulation Exercise"

Thursday, March 21, Room 2, Via San Mansueto, 4   Time: 14:30
Thomas Piketty (ENS-CEPREMAP)
"Income Inequality in France and the United States, 1901-1998"(CEPR)
(PDF file, 349 KB)

"Income Inequality in France and the United States, 1901-1998" (NBER)
(PDF file, 441 KB)

Thursday, March 21, Room 2, Via San Mansueto, 4   Time: 16:00
Steve Nickell (London School of Economics)
"Nominal Wage Rigidity and the Rate of Inflation"
(PDF file, 831.7 KB)

Friday, March 22, Room 2, via San Mansueto, 4 Time: 12:45
Hans Hvide (NHH)
"Debt and Equity under Costly State Verification"
(paper not available)


Friday, April 5
Hashem Pesaran (Cambridge)
Modeling Regional Interdependencies Using A Global Error-Correcting Macroeconmetric Model
(joint with T. Schuermann and S. Weiner)

Friday, April 19
Paul Geroski (LBS)
Paper "TBA"

Thursday, April 11  New Time 13:15-14:30
Enrico Pennings (Università Bocconi)
"How To Maximize Domestic Benefits from Irreversible Foreign Investments"
(PDF file, 311 KB)

Wednesday, April 17
Barbara Chizzolini (Università Bocconi)
"Risk Related Non Linearities In Exchange Rates: A Comparison"   (joint with B. Stizia)
(PDF file, 354 KB)

Thursday, April 18
Alireza Naghavi (Università Bocconi)
"Strategic Intellectual Property Protection and North-South Technology Transfer"
(PDF file, 115 KB)


Thursday, May 2
Barbara Rindi (Università Bocconi)
"Transparency, Liquidity, and Price Formation"
(PDF file, 357 KB)

Wednesday, May 8
Tim Kehoe (U of Minnesota)
"Tradability of Goods and Real Exchange Rate Fluctuations" (joint with C. Betts)

Thursday, May 9
David Austen-Smith (Northwestern U)
"Majority Preference for Subsidies over Redistribution"
(PDF file, 367 KB)

Friday, May 10
Grayham Mizon (Southampton)
"Reformulating Empirical Macro-econometric Modelling"
(PDF file, 173 KB)

Tuesday, May 14 MEc Lecture Room (Room 1), via San Mansueto, 4  Time:  17:30
Alan Deardorff (U of Michigan)
"The Effects of Multinational Enterprises on Wages and Working Conditions in Developing Countries" (joint with D. Brown and B. Stern)
(PDF file, 394 KB)

Wednesday, May 15
Bruno Biais (Toulouse)
"Strategic Liquidity Supply and Security Design"
(PDF file, 324 KB)

Thursday, May 16
Patrik Sandas (U of Pennsylvania)
"Empirical Analysis of Limit Order Markets (joint with B. Hollifield and R. Miller)
(PDF file, 394 KB)

Friday, May 17
Luigi Guiso (Sassari and Ente Einaudi)
"Does Local Financial Development Matter?"
(PDF file, 121 KB)

Wednesday, May 22
David Autor (MIT)
"Women, War and Wages: The Impact of Female Labor Supply on the U.S. Wage Structure at Mid-Century"
(PDF file, KB)

Thursday, May 23
Luigi Zingales (GSB Chicago)
"Peoples Opium:  The Economic Effect Of Religion"
(PDF file, 159 KB)

Thursday, May 30
Soren Blomquist (Uppsala)
"The Role Of Prices For Excludable Public Goods"
(PDF file, 371 KB)

Friday, May 31
Helmut Lutkepohl (EUI)
"Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time"
(PDF file, 409 KB)


Thursday, June 6
Stefano Renzi and Jane Klobas (Istituto di Metodi Quantitativi)
"E-learning and Bocconi: Infrastructure, Teaching and Research"

Wednesday, June 12   Time:  16:00
Peter Sorenson (Copenhagen)


Tuesday, September 10 Micro
No seminar scheduled

Tuesday, September 17 Econometrics
Emanuela Galasso (World Bank)
"Do Workfare Participants Recover Quickly From Retrenchment?" (joint with M. Ravallion, T. Lazo and E. Philipp)
(Download PDF file, 225 KB)

Tuesday, September 24 Micro
No seminar scheduled


Tuesday, October 1 Econometrics
Lutz Kilian (ECB and University of Michigan)
"In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?" (joint with Atsushi Inoue)

Tuesday, October 8 Micro
Piero Gottardi (Università di Venezia)
"Personal Bankruptcy and Incentives in a Dynamic Model of Entrepreneurship"

Tuesday, October 15 Econometrics
Graham Elliot (Univeristy of California at San Diego)
"Estimating Loss Function Parameters" (joint with I. Komunjer and A. Timmermann)

Tuesday, October 22  Joint Micro - Econometrics seminar
Carlo Bianchi and Pietro Vagliasindi (Università di Pisa and Università di Parma)
"Validation and Policy Analysis Using Dynamic Microsimulation Modelling: Evidence from Experiments in the Italian Case" (joint with M. Romanelli)

Tuesday, October 29 Econometrics
Matteo Ciccarelli (Alicante University)
"Measuring shift-contagion with a Bayesian Time-varying coefficient model"
(PDF File, 398 KB)

Wednesday, October 30, Time 12:45 PM, Room 2, via San Mansueto 4
Giovanni Maggi (Princeton University)
"International agreements on product standards: an incomplete-contracting theory" (joint with P. Battigalli)
(PDF File, 251 KB)


Tuesday, November 5 Micro
Annamaria Lusardi (Dartmouth College and Università di Urbino)
"Liquidity Constraints, Wealth Accumulation and Entrepreneurship" (joint with E. Hurst)
(PDF File, 272 KB)

Tuesday, November 12 Econometrics
Kenneth West (University of Wisconsin-Madison and Bank of England)
"Exchange Rates and Fundamentals"

Tuesday, November 19 Micro
Satya R. Chakravarty (Indian Statistical Institute and Università Bocconi - IEP)
"An Axiomatic Characterization of the Coleman Index of the Power of a Collectivity to Act" (joint with R. Barua and S. Roy)
(PDF file, 330 KB)

Tuesday, November 26 Econometrics
Domenico Giannone (ECARES ULB)
"VARs, factor models and the empirical validation of equilibrium business cycle model" (joint with L. Sala and L. Reichlin)
(PDF File, 309 KB)


Tuesday, December 3 Micro
Francois Bourguignon (DELTA and the World Bank, Paris)
"Representative versus real households in the macro-economic modeling of inequality" (joint with A-S Robilliard, S.Robinson)

Tuesday, December 10 Econometrics
Fabio Trojani (Univerist della Svizzera Italiana, Lugano)
"Robust Efficient Method of Moments"

Tuesday, December 17 Micro
Tuesdays Micro seminar has been postponed to Wednesday. Please see Occasional Seminars below.

Wednesday, December 18 Micro
Luigi Spaventa (CONSOB)
"Protezione dellinvestitore e struttura proprietaria: esiste una relazione?"