EC631 (Spring 2013) Seminar in International Finance
Lectures
Lecture 2 (Fama, JME 1984) RATS code data
Recent development
(Lustig and Verdelhan, AER 2007) (Burnside, AER comment 2011) (Burnside, Eichenbaum and Rebelo, JEEA 2008)
(Verdelhan, 2010 JF) (Colacito and Croce, JPE 2011)
(Backus et.al, JF 2001) (Wu, JMCB 2007) (Ang and Chen, working paper, 2010)
Lecture 5 (Rogoff, JEL 1996) (Engel and Rogers, AER 1996) RATS code data
Supplemental materials of State-space model and Kalman filter
Lecture 10 (Eichenbaum and Evans, QJE 1995)
Lecture 11 (Meese and Rogoff, JIE 1983) (Mark, AER 1995) (Cheung, Chinn, and Pascual, JIMF 2005)(Molodtsova and Papell, JIE 2009) (Chen and Tsang, RESTAT forthcoming) (Killian and Taylor, JIE 2003) (Engel and West, JPE 2005) (Nason and Rogers, FRB working paper) (Balke, Ma, and Wohar or BMW JIE forthcoming)
Lecture 13 (Sheffrin and Woo, JIE 1990) (Nason and Rogers, JIE 2006) (Gourinchas and Rey, JPE 2007) (Corsetti and Konstantinou, AER 2012)
Homeworks
Homework #1 (Dataset) (Due February 12, 2013)
Homework #2 (Dataset) (Due March 19, 2013) RATS code for some parts of the homework
Data for the final exam
Presentations (Spring 2013)
Preliminary presentations:
Session 1 (2/26):
Artman, Andrew
Zhuang, Boyi
Session 2 (2/28):
Erthal, Bradley
Bucher, Bernadette
Final presentations:
Session 1 (4/11):
Artman, Andrew
Discussant: Bernadette
Session 2 (4/16):
Bucher, Bernadette
Discussant: Boyi
Session 3 (4/18):
Erthal, Bradley
Discussant: Drew
Session 4 (4/23):
Zhuang, Boyi
Discussant: Brad