Specialist lectures archive


Specialist lectures 2010/11

Specialist lectures in “Dynamic Factor Models”, 1st and 2nd November

Professor Martin Uebele (University of Muenster, Germany) will offer three specialist lectures on “Dynamic Factor Models” on Monday 1st November and Tuesday 2nd November. Members of staff and PhD students are most welcome.

Econometric work on business cycles has drawn strongly on dynamic factor analysis in recent years but the methodology is more widely applicable. In the first two lectures, participants will be introduced to the econometric theory of dynamic factor analysis; in the final lecture, participants will make their own dynamic factor calculations on Matlab with a data-set provided by Professir Uebele.

The schedule is as follows:

Monday 1st November 9.00 – 11.00 AEW/004
13:15 – 15:15 AEW/004
Tuesday 2nd November 9.00 – 11.00 D/114

For organisational purposes, please do let Matthias Morys (matthias.morys@york.ac.uk) know if you want to participate.

Recommended reading:

Sarferaz&Uebele, Tracking Down the Business Cycle: A Dynamic Factor Model for Germany, 1820-1913, Explorations in Economic History 46 (2009), 368-87.

Specialist lectures 2009/10

Tuesday 8th June 2010
Guest Lecturer: David La Torre, The University of Milan
Title: Topics in Advanced Mathematics for Economics and Finance
Time and location: 10:00, ATB/042
Course outline:
i) Multicriteria optimization. Goal programming
ii) Goal programming methods. Application to portfolio optimization
iii) Inverse problems for differential equations through fractal-based methods. Application to economic growth
iv) Inverse problems for reaction-diffusion equations
v) Nonconvex production function. Application to the spatial Solow model

Lecture Series by Professor Shelly Lundberg, University of Washington
Personal webpage
Title: The Economics of the Family

Wednesday 19th May 2010 at 9:15-12:15 in the ARRC auditorium.
Topic 1: Marriage "Markets": The Economics of Mating
Topic 2: Child Gender and Parental Behavior

Thursday 20th May 2010 at 9:15-12:15 in L/036.
Topic 3: Family Bargaining: Models and Evidence
Topic 4: Gender, Specialization, and Efficiency

Lecture Series by Maurice Salles, University of Caen
Title: Sen impossibility of a Paretian liberal revisited: aggregation functions, social choice functions, and limited rights

2 March 2010 at 15:15 to 17:15 in AEW/003
Topic: Background on orderings, social choice, impossibility theorems

4 March at 09:30 to 11:15 in the ARRC Auditorium
Topic: Sen's impossibility of a Paretian liberal and an extension: the aggregation function framework

5 March at 11:15 to 13:15 in the ARRC Auditorium
Topic: Sen's impossibility of a Paretian liberal and an extension: the social choice function framework

Lecture Series by Christopher Baum, Boston College
Title: Stata programming in economics and finance
Programming in Stata, course outline (PDF , 55kb)
All lectures to be held in the ARRC Auditorium from 10:00-13:00 on:
Monday 14 December
Tuesday 15 December
Thursday 17 December
Friday 18 December

Lecture Series by Professor Mike Wickens, University of York
Title: Dynamic Stochastic General Equilibrium Macroeconomics: empirical analysis and econometric methods
Wickens, Dynamic Stochastic General Equilibrium Macroeconomics (PDF , 14kb)
All lectures will take place in the ARRC Auditorium (RC/014)
Lectures to be held:
Monday 26th October, 10:00-12:00
Wednesday 28th October, 10:00-12:00
Monday 9th November, 10:00-12:00
Tuesday 10th November, 14:00-16:00
Tuesday 17th November, 14:45-17:00
Wednesday 18th November, 10:00-12:00
Monday 30th November, 10:00-12:00
Tuesday 1st December, 14:30-16:30

Lecture Series by Professor Krishna Pendakur, Simon Fraser University BC Canada
Title: Consumer Demand Analysis is Awesome
Lectures to be held:
Monday 2 November 2009 14:15 to 15:15 in AEW/106 - Consumer Demand and the Cost of Living
Tuesday 3 November 2009 15:15 to 16:15 in AEW/102 - Heterogeneity
Wednesday 4 November 2009 11:15 to 12:15 in AEW/102 - Collective Households

Specialist lectures 2008/09

Lectures by Professor Piero Gottardi, European University Institute
Title: Topics on Risk Sharing, Markets and Information
Course outline (PDF , 39kb)

Lectures to be held:
Thursday 16 July – 10:15 to 11:45 in AEW/105
Friday 17 July – 10:15 to 11:45 in AEW/105
Monday 20 July – 10:15 to 11:45 in AEW/104
Tuesday 21 July - 10:15 to 11:45 in AEW/104

The Ken Dixon Lecture

The Great Recession: How We Got Here and Where We're Headed (book cover)

The Great Recession: How We Got Here and Where We're Headed
Tuesday 30 June 2009 - Barry Eichengreen; University of California, Berkeley.
17.30 in the ARRC Auditorium, followed by a reception in the ARRC foyer. All welcome.

 

Lectures by Prof. Guido Ascari (University of Pavia) and Dr. Nicola Branzoli (University of Wisconsin-Madison)
Title: Numerical Simulation Methods for DSGE Models in Macroeconomics
Course outline (PDF , 80kb) - Prof. Ascari
Course outline (PDF , 46kb) - Dr. Branzoli

Overview: This is a one-week, full-time course with two lecturers. Guido Ascari will give the first half, on linear methods; and Nicola Branzoli will give the second half, on non-linear methods. There will be lectures and also sessions in the computer lab, using MATLAB.

Lectures and computer lab sessions to be held:
Tues 9 June - 9:15 to 12:15 in D/S/010
Tues 9 June - 14:15 to 17:15 in AEW/004
Weds 10 June - 9:15 to 12:15 in ARRC Computer Lab
Weds 10 June - 14:15 to 17:15 in ARRC Computer Lab
Thurs 11 June - 9:15 to 12:15 in AEW/106
Thurs 11 June - 14:15 to 17:15 in AEW/106
Fri 12 June - 9:15 to 12:15 in ARRC Computer Lab
Fri 12 June - 14:15 to 17:15 in ARRC Computer Lab

Handouts:
Dr. Branzoli's lecture notes (PDF , 164kb)
Real Business Cycles. A Detailed Model (PDF , 219kb)
Exercise on Galí (PDF , 59kb)
Notes on Real Business Cycle (PDF , 270kb)
A Primer in Solving DSGE Models in Macroeconomics: The Linear Methods (PDF , 82kb)
Slides (PDF , 1,209kb)

Lectures by Dr Alberto Bucci, Universita degli Studi, Milan
Title: Endogenous Growth Theory – Some Selected Topics
Course outline (PDF , 36kb)

Lectures to be held:
Monday 18 May – 10:15 to 12:15 in AEW/105
Tuesday 19 May – 13:15 to 15:15 in AEW/105
Wednesday 20 May – 14:15 to 16:15 in ATB/056&057
Thursday 21 May – 15:15 to 17:15 in ATB/057
Friday 22 May – 10:15 to 12:15 in AEW/105

Lectures by Dr Davide La Torre, Universita degli Studi, Milan
Title: Advanced Topics in Optimisation, with applications to Economics, Finance and Business
Course outline (PDF , 53kb)

Lectures held:
Tuesday 10 March – 14:15 to 16:15 in D/104
Wednesday 11 March – 15:15 to 17:15 in D/104
Thursday 12 March – 12:15 to 14:15 in ATB/042
Thursday 12 March – 16:15 to 18:15 in D/056
Friday 13 March - 14:15 to 16:15 in DS/010
Monday 16 March - 10:15 to 12:15 in AEW/105
Monday 16 March – 15:15 to 17:15 in DS/010
Tuesday 17 March – 14:15 to 16:15 in AEW/105

Specialist lectures 2007/08

Lectures by Professor Piero Gottardi, University of Venice
Title: Dynamic General Equilibrium
Lectures to be held 21, 22, 23 and 24 July 2008
11:15am-12:45pm, AEW/105 on each occasion

Lecture by Professor Arunava Sen, Indian Statistical Institute, Delhi Centre
Mechanism Design Theory
Lecture 1: Monday 2 June at 14.30-16.00 in A/EW/104
Lecture 2: Tuesday 3 June at 14.30-16.00 in A/EW/003

Lecutre by Professor Jim Albrecht, University of Georgetwon
Decomposing age gaps across the distribution with selection adjustment
Thursday 12 June at 10.15-13.15 in ARRC Auditorium
Abstract (PDF , 12kb)

Lecture by Professor Susan Vroman, University of Georgetown
Job Search and Matching Models
Monday 16 June at 10.15-13.15 in ARRC Auditorium
Abstract (PDF , 12kb)

The Ken Dixon Public Lecture Series

Monetary policy in the Eurosystem (Book cover)

Ken Dixon Lecture flyer (PDF , 63kb)

'Monetary policy in the Eurosystem'
Professor Axel Weber, Deutsche Bundesbank
Tuesday 10 June 2008 At 5.30pm
Seebohm Rowntree Building
Alcuin College, (ATB/056&057)
followed by a reception in Café Barista

Thursday, 5th June, 2008
Health Economics Resource Centre
09:30-11:00 The Job Market and Job Interviews: the applicant's perspective (Tim Beatty, Dominic Rohner and Takashi Yamagata)
11:00-11:15 Coffee break
11:15-12:15 The Job Market: the employer's perspective (Peter Simmons and Sue Bowden)
12:15-12:30 Sandwiches and drinks
12:30-14:00 The Pros and Cons of an Academic Career (Fabrizio Iacone and Luigi Siciliani)

Tuesday, 20th May, 2008
Health Economics Resource Centre
09:30-10:45 Finding a Research Line (Francesco Bravo and Yves Balasko)
10:45-11:00 Coffee break
11:00-12:15 The PhD Thesis (the document, the viva) (John Bone, Bipasa Datta)
12:15-13:15 Sandwiches and drinks
13:15-14:30 Paper Submission and Publishing (Karl Claxton and Yuan Ju)
14:30-14:45 Coffee break
14:45-16:00 Research Skills and Technique (Anindya Bhattacharya and Marco Realdon)

Professor Nat Wilcox, University of Houston, will be visiting DERS 10th - 21st May and will give a brief four-hour course for staff and research students on:
"Stochastic Models for Binary Discrete Choice Under Risk"
Wednesday 14 May, 14.15 to 16.15 in ATB/043
Friday 16 May, 14.15 to 16.15 in ATB/043
Paper (PDF)

Lectures by Professor Wulf Gaertner , University of Osnabrueck
Lecture 1: On Rights and Social Choice: The Sen-Gibbard vs the Game Form Approach to be held on Tuesday 6 May 2008 from 10.15 to 12.15 in ATB/042 Paper (PDF , 107kb)
Lecture 2: Ranking Sets of Characteristics to be held on Thursday 8 May 2008 from 10.15 to 12.15 in AEW/105 Paper (PDF , 221kb)

Lectures by Professor Franco Donzelli, University of Milan
Title: Topics in the History of Equilibrium Analysis
Lectures to be held in ARRC Seminar Room (RC/010) from 10.15am - 12.15.
Lecture 1: Tuesday 26 February 2008
Lecture 2: Wednesday 27 February 2008
Lecture 3: Thursday 28 February 2008
Lecture 4: Friday 29 February 2008
Lecture 5: Monday 3 March 2008
Lecture 6: Tuesday 4 March 2008
Lecture 7: Wednesday 5 March 2008.
Course outline (PDF , 32kb)
Power Point presentations: 080 (MS PowerPoint , 60kb) , 081 (MS PowerPoint , 160kb) , 082 (MS PowerPoint , 142kb) , 083 (MS PowerPoint , 248kb) , 084 (MS PowerPoint , 350kb) , 085 (MS PowerPoint , 84kb)

Lectures by Dr Davide La Torre, University of Milan
Title: Fractal analysis and inverse problems: models, methods and applications.
Lectures to be held in Health Economics Resource Centre, lecture area, Alcuin D block.
Lecture 1: Thursday 6 March 2008, 11.15 - 13.15
Lecture 2: Friday 7 March 2008 - 10.15 to 12.15
Lecture 3: Monday 10 March 2008 - 10.15 to 12.15
Lecture 4: Tuesday 11 March 2008 10.15 - 12.15
Lecture 5: Wednesday 12 March 2008, 10.15 to 12.15 in Derwent D/104
Course outline (PDF , 49kb) Course outline

Lectures by Professor Ray Rees, University of Munich
Title: The Economics of the Household:  Taking the Household Seriously
Lectures to be held in DS/006, Harold Fairhair Building from 1.15pm to 3.15pm
Lecture 1: Thursday 21 February 2008
Lecture 2: Tuesday 26 February 2008
Lecture 3: Thursday 28 February 2008
Lecture 4: Tuesday 4 March 2008
Course outline (PDF , 12kb) Course outline

Lecture by Professor Ronald Oaxaca, University of Arizona
Title: The Econometrics of Wage Decompositions
Monday 10 December 2007, 9:30am-12noon in A/EW/106

Lectures by Professor Thorsten Hens, University of Zurich
Title: Behavioural Portfolio Theory and Asset Pricing - Presentation (PDF , 1,740kb)
Lectures to be held in the HERC Meeting Area (2nd Floor above Alcuin Porters Lodge)
Lecture 1: Two-Period Portfolio Theory, Wednesday 10 October 2007, 9:00am - 11:00am
Lecture 2: Asset Pricing Implications, Thursday 11 October 2007, 10:00am-12noon
Lecture 3: Dynamic Portfolio Theory, Friday 12 October 2007, 10:00am-12noon
(This excel spreadsheet requires the Solver Add-in, to install this, within excel,on the Tools menu,click Add-Ins, in the Add-Ins available box,select the check box next to Solver Add-in, and then click OK.(spreadsheet (MS Excel , 209kb) ))

Specialist lectures 2006/07

Lectures by Professor Piero Gottardi, University of Venice
Title: General Equilibrium & Information
Lectures to be held 2 & 3 and 6 & 8 August 2007
11:15am-12:45pm, ARRC Seminar Room on each occasion

Lectures by Professor Karl Shell, Cornell University
Title: Sunspots Equilibrium, Collection of Papers
Thursday 14 June 2007, A/TB/39&40
Lecture 1: 10:15am-11:45am | Lecture 2: 2:15pm-3:45pm

Lectures by Professor Ray Rees, University of Munich
Title: The Economics of the Household: Taking the Household Seriously
Time: 10:15am - 12:15pm (all lectures) | Course outline (PDF , 8kb)
Lecture 1: Tuesday 22 May 2007, A/EW/105 | Lecture 2: Thursday 24 May 2007, A/EW/106
Lecture 3: Tuesday 29 May 2007, A/EW/105 | Lecture 4: Thursday 31 May 2007, A/EW/104

Lectures by Professor Don Poskitt, University of York
Title: Econometric Theory (GMM) Course outline (PDF , 68kb)   | Lecture 1 (PDF , 104kb) | Lecture 2 (PDF , 116kb) | Lecture 3 (PDF , 152kb) | Lecture 4 (PDF , 161kb) | Lecture 5 (PDF , 166kb)
Exercise 1 (PDF , 63kb) | Exercise 2 (PDF , 61kb) | Exercise 3 (PDF , 63kb)

Lectures by Professor Mike Wickens, University of York
Title: VAR Analysis in Macroeconomics
Course outline (PDF , 28kb) | Lecture 1 (PDF , 171kb) | Lecture 2 (PDF , 135kb) | Lecture 3 (PDF , 130kb) | Lecture 4 (PDF , 197kb) | Lecture 5 (PDF , 283kb) | Lecture 6 (PDF , 390kb)

Internal Specialist Talks for Research Students - Summer 2007 (PDF , 93kb)

Specialist lectures 2005/06

Archive of Specialist/Visiting Lecture Courses 2005-6 (PDF , 86kb)