Name: HSI2020—6th Hitotsubashi Summer Institute
Start: 2020-10-31T09:00:00+09:00
End: 2020-12-13T18:00:00+09:00
Location: No location set

Monday, 26 October 2020
Tuesday, 27 October 2020
Wednesday, 28 October 2020
Thursday, 29 October 2020
Friday, 30 October 2020
Saturday, 31 October 2020

09:15 You can Join the Zoom for Macro- and Financial Econometrics
You can Join the Zoom for Macro- and Financial Econometrics
09:15 - 15:30

09:25 Opening Remarks
Opening Remarks (Macro)
09:25 - 09:30
Speaker: <strong>Toshiaki Watanabe</strong> (Hitotsubashi University)
09:30
09:30 - 10:30
Contributions

09:30 Markov-Switching Models with Unknown Error Distributions: Identification and Inference within the Bayesian Framework
10:30
10:30 - 12:30
Contributions

10:30 High-frequency Realized Stochastic Volatility Model

11:10 Time-varying Jump Tail Risk Measure Using High-frequency Options Data

11:50 Inference in Weak Factor Models
12:30 Lunch Break
Lunch Break
12:30 - 13:30
13:30
13:30 - 15:30
Contributions

13:30 The Model-based Assessment of Macroeconomic Impact of the COVID-19 on Emerging Economies

14:10 Fiscal Multipliers in the Most Aged Country:Empirical Evidence and Theoretical Interpretation

14:50 Financial Market Participation, Cost Volatility, and Demand Shocks
Sunday, 1 November 2020

09:50 You can Join the Zoom for Macro- and Financial Econometrics
You can Join the Zoom for Macro- and Financial Econometrics
09:50 - 15:05
10:00
10:00 - 12:00
Contributions

10:00 Why Has the Natural Rate of Interest Declined in Recent Years?

10:40 Understanding Trend Inflation through the Lens of the Goods and Services Sectors

11:20 Japanification of Bond Markets? Effects of Decay Factor
12:00 Lunch Break
Lunch Break
12:00 - 13:00
13:00
13:00 - 15:00
Contributions

13:00 The FOMC's New Individual Economic Projections and Macroeconomic Theories

13:40 International Spillover Effects of Unconventional Monetary Policies of Major Central Banks

14:20 Examining Macroprudential Policy and its Macroeconomic Effects - Some New Evidence
15:00 Closing Remarks
Closing Remarks (Macro)
15:00 - 15:05
Speaker: <strong>Etsuro Shioji<strong> (Hitotsubashi University)

Monday, 2 November 2020
Tuesday, 3 November 2020
Wednesday, 4 November 2020
Thursday, 5 November 2020
Friday, 6 November 2020
Saturday, 7 November 2020
Sunday, 8 November 2020

Monday, 16 November 2020
Tuesday, 17 November 2020
Wednesday, 18 November 2020
Thursday, 19 November 2020
Friday, 20 November 2020
Saturday, 21 November 2020
Sunday, 22 November 2020

Monday, 23 November 2020
Tuesday, 24 November 2020
Wednesday, 25 November 2020
Thursday, 26 November 2020
Friday, 27 November 2020
Saturday, 28 November 2020

20:00 HSI2020: Microeconomic Theory
HSI2020: Microeconomic Theory
20:00 - 20:30
20:30 Moral hazard in stochastic differential games: Beyond Markov equilibrium - Eduardo Faingold (Insper Institute of Education and Research)
Moral hazard in stochastic differential games: Beyond Markov equilibrium (Micro)
- Eduardo Faingold (Insper Institute of Education and Research)
20:30 - 21:30
Sunday, 29 November 2020
09:30 Recursive Rational Inattention Is Entropic (joint work with Henrique de Oliveira) - Tetsuya Hoshino (ITAM)
Recursive Rational Inattention Is Entropic (joint work with Henrique de Oliveira) (Micro)
- Tetsuya Hoshino (ITAM)
09:30 - 10:30
10:30 Break
Break
10:30 - 11:00
11:00 Organisational structure and differential treatment - Emil Temnyalov (University of Technology Sydney)
Organisational structure and differential treatment (Micro)
- Emil Temnyalov (University of Technology Sydney)
11:00 - 12:00
12:00 Break
Break
12:00 - 14:00
14:00 Arrovian social choice and decentralizability: An integrated approach - Biung-Ghi Ju (Seoul National University)
Arrovian social choice and decentralizability: An integrated approach (Micro)
- Biung-Ghi Ju (Seoul National University)
14:00 - 15:00
15:00 Break
Break
15:00 - 15:30
15:30 Random Non-Expected Utility: Non-Uniqueness - Yi-Hsuan Lin (Academia Sinica)
Random Non-Expected Utility: Non-Uniqueness (Micro)
- Yi-Hsuan Lin (Academia Sinica)
15:30 - 16:30

Monday, 30 November 2020
Tuesday, 1 December 2020
Wednesday, 2 December 2020
Thursday, 3 December 2020
Friday, 4 December 2020
Saturday, 5 December 2020
Sunday, 6 December 2020

Monday, 7 December 2020
Tuesday, 8 December 2020
Wednesday, 9 December 2020
Thursday, 10 December 2020
Friday, 11 December 2020
Saturday, 12 December 2020
Sunday, 13 December 2020