This site introduces events at HIAS GLECS (Hitotsubashi Institute for Advanced Studies, Research Center for Global Economic Systems).
HSI2020—6th Hitotsubashi Summer Institute

from Saturday, 31 October 2020 (09:00) to Sunday, 13 December 2020 (18:00)


        : Sessions
    /     : Talks
        : Breaks
31 Oct 2020
1 Nov 2020
AM
09:25 Opening Remarks   ()
09:30
Keynote Talk (until 10:30) ()
09:30 Markov-Switching Models with Unknown Error Distributions: Identification and Inference within the Bayesian Framework   ()
10:30
Financial Econometrics (until 12:30) ()
10:30 High-frequency Realized Stochastic Volatility Models   ()
11:10 Time-varying Jump Tail Risk Measure Using High-frequency Options Data   ()
11:50 Inference in Weak Factor Models   ()
10:00
Interest Rate and Inflation (until 12:00) ()
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   ()
PM
12:30 --- Lunch Break ---
13:30
Macroeconomics (until 15:30) ()
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   ()
12:00 --- Lunch Break ---
13:00
Monetary Policy (until 15:00) ()
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   ()