2015 - 2016

November 28, 2016
2:00-3:00pm
Stevanovich Center, 5727 S University Ave, Library

Yunzhi Hu

Department of Economics and Booth School of Business, University of Chicago

Recovery Dynamics: An Explanation from Bank Screening and Entrepreneur Entry



November 28, 2016
3:00-4:00pm
Stevanovich Center, 5727 S University Ave, Library

Paymon Khorrami

Department of Economics, University of Chicago

Trends in Productive Technology, Intermediation, and Inequality: A Long-term Macroeconomics Perspective

 


 

March 3, 2016
4:00-5:00 pm
Stevanovich Center, 5727 S University Ave, room 112

Archil Gulisashvili

Ohio University

Gaussian and Self-Similar Stochastic Volatility Models



March 3, 2016
5:00-6:00 pm
Stevanovich Center, 5727 S University Ave, room 112

Qiji Jim Zhu

Western Michigan University

Preservation of generalized convexity in contingent claim pricing and applications



 

March 4, 2016
3:00-4:20 pm
Stevanovich Center, room 112

Bo Zhou

Tilburg University

Semiparametrically Optimal Hybrid Rank tests for Unit Roots



 

March 10, 2016
3:30 pm
Saieh Hall, room 112
joint with the Becker Friedman Institute

Eric Renault

Brown University

Indirect Inference with Endogenously Missing Exogenous Variables



March 11, 2016   Friday
3:00 PM
Stevanovich Center, 5727 S University Ave, room 112

George Tauchen

Duke University

Jump Regressions

Link to paper 1 Link to paper 2



April 20, 2016 Wednesday
3:10 PM
Stevanovich Center, 5727 S University Ave, room 112

George Tauchen

Duke University

Rank Tests at Jump Events

Link to paper



 

February 26, 2016
3:00-4:20 pm
Stevanovich Center, room 112

Eric Renault

Brown University

Arbitrage Pricing Theory for Idiosyncratic Variance Factors