The
ANU Macroeconomics
Study Group
The
ANU MSG is meeting
again after a long recess! We are a group of economists (from theorists
to econometricians) located around the ANU
campus and beyond: some of us can be found in the School of Economics ,
the RSSS , RSPAS ,
APSEG and the Commonwealth Treasury .
We want to
focus on learning economic theory and topics in econometrics that may
be new to us. The aim is that these can ultimately be applied to
macroeconomic research. Graduate students wishing to study topics
beyond their basic coursework are strongly encouraged to participate.
You are also encouraged to join if you wish to avoid tunnel vision in
your own research.
Convenors: Facundo
Sepulveda (RSSS) and
Timothy Kam
(School of Economics) .
Rule
of the game The
study group will be informal, however we do expect participants to
commit to attending and contributing to regular sessions. Whoever
proposes a topic of study must gather the reading material and make
them available to all participants. If you have any
suggestions for topics of study, please email Facundo
or Tim .
News
Study
Group Schedule for 2005
Meeting
time: Mondays, 4.00-5.00 pm
Location: Crisp
G015 , Faculty of Economics.
March 23
Facundo : Kenneth Judd
(1992)
"Projection Methods for
Solving Aggregate Growth Models."
Journal of Economic Theory , 58, 410-452.
June 6
Ron : Abreu, Pearce
and Stacchetti (1990).
"Toward a Theory of
Discounted Repeated Games with Imperfect Monitoring."
Econometrica , 58, 1041-1063.
June 13
No meeting. Queen's birthday.
June 20
No meeting. End of semester
break.
June 27
Bruce Preston
(Columbia
University) :
Per
Krusell and Anthony Smith (1998).
"Income
and Wealth Heterogeneity in the Macroeconomy." Journal
of Political Economy , 106, 867-896.
July 4
Edda : R. Rigobon and B. Sack (2004). "The impact of monetary
policy on asset prices." Journal of Monetary
Economics , 51, 1553-1575
July 18
Farshid Ang, Piazzesi
and Wei (2005). "What does the yield curve tell
us about GDP growth." Journal of
Econometrics , in press.
July 25
Tim Athey, Atkeson and Kehoe (2004). "The
Optimal Degree of Discretion in Monetary Policy" . forthcoming, Econometrica
August 1
Sambit "Slavery, Institutional Development
and Long Run Growth in Africa 1400-2000'' . Unpublished
manuscript, University of Toronto. [ Appendix ]
August 15
Steve "On Endogenous Growth with Physical Capital, Human Capital and Product Variety." European Economic Review , 44 (3, March), 491-515.
August 22
Timo : Obstfeld and
Rogoff (1998) "Risk and Exchange
Rates" , NBER Working Paper 6694 .
August 29
Facundo :
Michael
Palumbo (1999): "Uncertain
Medical Expenses and Precautionary Saving Near the End of the
Life Cycle" , REStud , 66(2).
September 26
Tim
Maliar and Maliar (2003): "Parameterized
Expectations Algorithm and the Moving Bounds ", Journal
of Business and Economics Statistics , 21(1), 88-92.
October 3
Labour day holiday.
October 31
Phillip : Dennis (2005): "Optimal Policy in Rational Expectations Model: New Solution Algorithms" , FRBSF, September.
November 7
Aki : "Reinterpreting Mixed Strategy Equilibria: A Unification of the Classical and Bayesian Views" , Games and Economic Behavior, 48, 355-384.
November 14
Pawin: Aumann
(1987)
"Correlated Equilibrium as an Expression of Bayesian Rationality" , Econometrica, 55, 1-18.
November 21
Ron : Brandenburger
and Friedenburg
(2005) "Can Hidden
Variables Explain Correlation" , unpublished, October 2005,
Stern School, NYU.
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Related Links
Pages maintained by Shakespeare and the Infinite-typing Monkey .
Last update : July
8, 2005 .
