Tasmanian School of Business & Economics

Economics & Finance Seminar Series

Research Seminar Schedule for Economics and Finance

Economics and Finance discipline hosts its Research Seminars on Fridays, starting at 10:30 am in Room 405, Centenary Building (view Sandy Bay Campus Map) unless otherwise noted. Seminars are videolinked to D131 at Newnham (view Launceston Campus Map (PDF 308KB)).

All university staff and other researchers are welcome to attend. If you would like to participate or require further information please feel free to contact the Seminar Coordinator: Dr Mala Raghavan

Seminars scheduled for 2016

Date and Time Presenter Title
1 Feb (11.00 am) Prof Giuseppe Cavaliere (University of Bologna) Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX). Paper, Slides.
1 Feb (2.00 pm) Prof Robert Taylor (University of Essex) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Paper, Slides, Supplementary material.
26 Feb
Room 405
Prof Shawna Grosskopf (Oregon State University) Performance Measurement in Education. Abstract.
26 Feb (12.45 pm) Room H2 Prof Rolf Fare (Oregon State University) Pricing Non-marketed Goods Using Distance Functions. Abstract.
29 Feb (4.00 pm)  Room 405 Francesco Furlanetto (Norges Bank) Structural Unemployment and Monetary Policy: the Useful Role of the Natural Rate of Interest. 
4 MarProf Helmut Lutkepohl (Freie Universitat Berlin) Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction Between U.S. Monetary Policy and the Stock Market. Paper.
7 March (12.00 pm) Room 405Dr Fabio Parlapiano (Bank of Italy)Sectoral Risk in Italian Banks' Credit Exposures to Non-Financial Firms. Slides.
11 MarProf Harry Bloch (Curtin University)Prices in Motion: Towards a Schumpeterian Price Theory. Paper.
1 Apr Dr Katja Ignatieva (UNSW) Jump Activity Analysis for Affine Jump-diffusion Models: Evidences from the Commodity Market. Paper.
8 AprMs Rachel Nichols (UTAS)The role of precaution in stock recovery plans in a fishery with habitat effects.
15 Apr Dr Lars Winkelmann (Freie Universitat Berlin) The cross-sectional correlation of price and volatility cojumps. Paper.
15 Apr (4.00 pm) Harvard LTThe role of numbers in re-shaping economies. Abstract.
29 Apr Prof Keisaku Higashida (Kwansei Gakuin University) Experimental Evidence on Voluntary Choices of Pooling Systems for Fisheries Management and Harvesting Decisions.
6 MayProf Michael Goldstein (Babson College)From Drought to Ice Roads To Sea Ice: A New Approach to Assessing and Pricing the Combined Costs of Climate Trend and Variance. Abstract
13 May Dr Ying Xu (ANU) Understanding financial interconnectedness: the network approach. Abstract
20 May Assoc Prof Sarah Wheeler (University of Adelaide) The negative rebound effect of high-cost water and energy mitigation on climate change concern. Abstract
27 May Dr Juergen Meinecke (ANU) Partial Identification of the Return to Schooling. Abstract
14 June (10:30 am) Room 405Prof Harry Paarsch (University of Central Florida)HỤI: A case study of a sequential double auction of capital.
18 JulyProf Thorsten Beck (Cass Business School)Sectoral concentration, bank performance and systemic risk: Exploring cross-country variation
5 AugustProf Ranjan Ray (Monash)Measuring the Multidimensional Disadvantage of Australian Children with a Comparison between Indigenous and Non-Indigenous Population.
How does child disadvantage change with age? An analysis of Australian children
12 AugustDr Shuping Shi (Macquarie University)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. Abstract Paper
19 AugustProf Robert Faff (University of Queensland)Labour Unions and Corporate Financial Leverage: The Bargaining Device versus Crowding-out Hypotheses. Paper on SSRN
26 AugustProf Takeshi Yamada (ANU)Tail Coskewness Risk in Momentum Portfolios
9 SeptemberProf Param SilvapulleNonparametric panel data model for crude oil and stock market prices in net oil importing countries
16 SeptemberDr Jeff Connor (CSIRO) 
19 SeptemberDr Wenying Yao (Deakin)l_1-regularization for high-dimensional predictive regression in the presence of cointegration: Stock return predictability
23 SeptemberA/Prof Evelyn Devadason (University of Malaya)Food Safety Legislation in Malaysia: Implications for Imports and Harmonization of Regulations in Southeast Asia
7 OctoberProf Mark Weder (University of Adelaide)Monetary Policy and Indeterminacy after the 2001 Slump
14 OctoberProf John Rose (University of South Australia)Bringing Household Budget Constraints into Stated Preference Experiments
21 OctoberProf Roger Willett (University of Tasmania)Why long-run market value is a multiplicative power function of accounting variables and what this means for fundamental analysis
25 November

Prof Hashem Pesaran (Emeritus Professor of Economics, University of Cambridge;  John Elliot Distinguished Chair in Economics, University of Southern California; Director, Centre for Applied Financial Economics, USC)

Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes

Past seminars (2015)

Date   Presenter   Topic
31 January   Dr Fabian Zimmermann (University of Bergen)   Marine Ecology
11 March  Prof Richard Smith (University of Cambridge)  Additional Conditional Moment Tests
4.00-5.00 pm
Comm 223 / D131
13 March   Dr Tom Wilkening (U of Mel)  Behavioral Limits of Subgame-Perfect Implementation
20 March   Dr Jacob Wong (U of Adelaide)  

Aggregate Reallocation Shocks and the Dynamics of Occupational Mobility and Wage Inequality

27 March   Dr Quynh anh Vo (University of Zurich)  Agency Problems, Recapitalisation Costs and Resolution of Financial Distress
15 April   Prof Pierre Siklos (Wilfred Laurier University School of Business and Economics)  Monetary policy spillovers:  a global empirical perspective
17 April   Dr Ben Wang (Macquarie)  The US Factor in Explaining and Forecasting Bilateral US Exchange Rates
24 April   Dr Ian MacKenzie (UQ)  Prices versus quantities under distributional conflict
1 May   Dr Long Chu (ANU)  MEY for a Short-lived Species: A Neural Network Approach
8 May   Van Vu (PhD candidate, Monash)  How do Firms Cope with Bank Credit Contraction? Evidence of the Substitution between Financial Markets
15 May   Prof Francis Tapon (University of Guelph)  How to invest internationally and the roles of the business cycle and home country bias: 1988-2014
22 May   Dr Anastasios Panagiotelis (Monash)  Macroeconomic Forecasting in data-rich world: Perspectives from Bayesian variable selection
24 July  Prof Eric Renault (Brown University)  Efficient Estimation of Integrated Volatility and Related Process
14 August   Dr Adrian Lee (UTS)  Cultural Distance and Housing Prices: Evidence from the Australian Housing Market
21 August   Dr Nikos Kourentzes (Lancaster University)  Parameter Shrinkage Through Trace Optimisation: the Case of Exponential Smoothing
24 August (Monday)   Professor Sau-Him Paul Lau (University of Hong Kong)  Mortality Decline, Increased Productivity, and the Ben-Porath Mechanism
28 August   Professor Colin Cameron (UC Davis)  Econometric theory for cross-section data and applications to labour and health economics data
11 September   Honours presentation   
18 September   TBC   
25 September   TBC   
2 October   Dr David Frazier (Monash)   Econometrics
9 October   TBC   
16 October   Dr Yin Liao (QUT)   Financial Econometrics

Previous seminars - 2014

Friday 25 JulyDr. Oscar Pavlov (Queensland University of Technology)Product Scope and Economic Fluctuations
Friday 1 AugustProfessor Denise Osborn (University of Manchester and University of Tasmania)On Trend-Cycle-Seasonal Interactions
Friday 8 AugustDr. Timothy Kam (Australian National University)Breaking the Curse of Kareken and Wallace
Friday 15 AugustDr. Tess Stafford (University of New South Wales)Experience and the Wage Elasticity of Labor Supply
Friday 22 AugustHonours Presentation
Friday 29 AugustAssociate Professor Tatsuyoshi Okimoto (Australian National University)Increasing Trends in the Excess Comovement of Commodity Prices
Friday 5 SeptemberSemester Break
Friday 12 SeptemberDr. Stephanie McWhinnie (University of Adelaide)Who Makes Fisheries Access Agreements with Whom? A Global Empirical Examination
Friday 19 SeptemberDr. Aarti Singh (University of Sydney)Quantitative Easing as Optimal Monetary Policy
Friday 26 SeptemberProfessor Monika Buetler (Swiss Institute for Empirical Economic Research)Financial Work Incentives for Disability Benefit Recipients: Lessons from a Randomised Field Experiment
Friday 3 OctoberVinay Patel (University of Technology, Sydney) Price Discovery in Stock and Options Markets
Friday 10 October

Friday 17 OctoberDr. Bonsoo Koo (Monash University)Realized Role of Structural Breaks and Stochastic Volatility in Time-varying Risk Return Tradeoff on Currency
Friday 31 October2nd "Continuing Education in Macroeconometrics" Workshop
Friday 14 NovemberProfessor Henk Berkman (University of Auckland)Inside the network: Trading of inside and outside stocks by corporate insiders