Centre for Growth and Business Cycle Research Seminars

2004/2005 Seminars: see the Macro and Econometrics seminar series

Second Semester 2001/2002 Seminars (joint with the Macro, Econometrics and Finance groups): Venue: N.5.2, 4.15pm.

• Tuesday 5 March: SALVATORE CAPASSO, University of Manchester, Bankruptcy Costs, Dilution Costs, and Stock Market Development (with Niloy Bose and Keith Blackburn).

• Tuesday 12 March: KEITH BLACKBURN, University of Manchester, Intergenerational Transfers and Demographic Transition.

• Thursday, 14 March: MARIANNE SENSIER, University of Manchester, Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series.

• Thursday, 21 March: DICK van DIJK, Erasmus University, Rotterdam, TBA.

• Tuesday 30 April: DONG HEON KIM, University of Manchester, Testing for the affine term structure model: A flexible parametric approach.

First Semester 2001/2002 Seminars (joint with the Macro and Econometrics seminar series):

• Tuesday 27 November: JOHN DRIFFILL, Birkbeck College, Monetary Policy with Lexicographic Objectives, Studio, 4.30pm.

• Thursday 29 November: LUCIO SARNO, Warwick Business School, The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (Joint work with Richard Clarida, Mark Taylor and Giorgio Valente).

• Thursday 6 December: TAE-HWAN KIM, University of Nottingham, Tests for a Change in Persistence Against the Null of Difference-Stationarity with Application to the Behaviour of Price Inflation Applications. (Joint work with Stephen Leybourne, Vanessa Smith and Paul Newbold).

• Tuesday 11 December: ERIC GHYSELS, University of North Carolina, When and how do price rigidity and liquidity affect diffusion approximations?. (Joint work with Elena Andreou).

Second Semester 2000/2001 Seminars (joint with the Macroeconomics seminar series):

• Tuesday 20 February: DONG HEON KIM, University of Manchester, Another Look at Yield Spreads: Liquidity and the Term Structure of Interest Rates.

• Tuesday 27 February: YOUNG-SOOK LEE, University of Nottingham, The Federal Funds Rate and the Overnight Eurodollar Rate.

• Tuesday 27 March: NILOY BOSE, University of Manchester, The Evolution of the Stock Market in Economic Development.

Second Semester 2000/2001 Seminars (joint with the Econometrics seminar series):

• Thursday, 22 March: MARIANNE SENSIER, University of Manchester, Asymmetric Interest Rate Effects for the UK Real Economy.

• Thursday, 26 April: STEPHEN MILLARD, The Bank of England, The role of asset prices in transmitting monetary and other shocks. ROSCOE 1.2/3, 4.15PM.

• Thursday, 17 May: SALVADOR BARRIOS, University of Manchester, Economic fluctuations, geography and adjustment: empirical evidence on EU regions.

All seminars listed below are joint with the Econometrics seminar series.

• Thursday, November 4 1999: KAREN DURY, NIESR, An Encompassing Framework for Evaluating Simple Monetary Policy Rules.

• Thursday, March 9 2000: MATHIAS HOFFMANN, University of Southampton, The Relative Dynamics of Investment and the Current Account in the G7-Economies.

• Thursday, October 19 2000: DICK van DIJK, Erasmus University, Rotterdam, Nonlinear Long Memory Models.

• Thursday, November 9 2000: JOHN HAYWOOD, Victoria University of Wellington, New Zealand, An Improved State Space Model for Stochastic Cycles with Seasonal Applications.

• Thursday, November 30 2000: STUART HYDE, Accounting and Finance, University of Manchester, Resurrecting the C-CAPM Using Hansen-Jagannathan Bounds, abstract.