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What's New Last Update: 2010/2/9

People
CIRJE is pleased to welcome the following new visitors and guests:

John Stachurski 2010.2.5 to 2010.2.20: Short Term Visitor,
Kyoto Institute of Economic Research, Kyoto University; Japan
Jinook Jeong 2010.2.1 to 2010.4.30: Project Professor,
School of Economics, Yonsei University; Korea
Perre van der Eng 2010.1.7 to 2010.3.31: Short Term Visitor,
ANU College of Business and Economics, Australian National University, Australia
Kiminori Matsuyama 2009.12.14 to 2010.2.8: Short Term Visitor,
Department of Economics, Northwestern University, USA
Shigeru Wakita 2009.4.1 to 2010.3.31: Visiting Professor,
Faculty of Urban Liberal Arts, Tokyo Metropolitan University; Japan

Workshops

Political Economy Workshop
Applied Statistics Workshop
Research Meeting on Economic History
Microeconomics Workshop
Small Business Set-asides in Procurement Auctions: An Empirical Analysis
Jun Nakabayashi (Tsukuba University)
date: 2/9

The Performance of Index Based livestock Insurance: Ex Ante Assessment in the Presence of a Poverty Trap
Sommart Chantarat (Cornell University)
date: 2/12

Intellectual Property Protection and Patterns of Trade
Jade Vichyanond （Princeton University）
date: 2/15
Macroeconomics Workshop
Value function iteration using Monte Carlo
John Stachurski （Kyoto University）
date: 2/10
Workshop on Modern Business Organization
Urban Economics Workshop
date: 2/19
Macro-Finance, Monetary Economics and International Finance Workshop
Pension Benefit and Hours Worked
Kensuke Miyazawa （University of Tokyo）
~~date: 2/10~~
*Schedule Changed*

Discussion Papers

CIRJE-F-714Matsushima, Hitoshi, "Incentives in Hedge Funds", February 2010.
CIRJE-F-713 Caporin, Massimiliano and Michael McAleer, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models", February 2010.
CIRJE-F-712 Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki, "Bayesian Estimation of Demand Functions under Block-Rate Pricing", January 2010.
CIRJE-F-711 Sato, Meg, "Board's Monitoring and Retention of Sub-standard and Powerless CEOs", January 2010.
CIRJE-F-710 Sato, Meg, "Insular Decision-making in the Board Room: Why Boards Retain and Hire Substandard CEOs", January 2010.
CIRJE-F-709 Srivastava, Muni S. and Tatsuya Kubokawa, "Selection of Variables in Multivariate Regression Models for Large Dimensions", January 2010.
CIRJE-F-708 Akashi, Kentaro and Naoto Kunitomo, "The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations", January 2010.
CIRJE-F-707 Akashi, Kentaro and Naoto Kunitomo, "Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation", January 2010.
CIRJE-F-706 Tansuchat, Roengchai, Chia-Lin Chang and Michael McAleer, "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns", January 2010.
CIRJE-F-705 Lean, Hooi Hooi, Michael McAleer and Wing-Keung Wong, "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach", January 2010.
CIRJE-F-704 Tansuchat, Roengchai, Chia-Lin Chang and Michael McAleer, "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH", January 2010.
CIRJE-F-703 Ueda, Kazuo, "The Structure of Japan's Financial Regulation and Supervision and the Role Played by the Bank of Japan", December 2009.
CIRJE-F-702 Kubokawa, Tatsuya, "A Review of Linear Mixed Models and Small Area　Estimation", December 2009.
CIRJE-F-701 Nakajima, Jouchi and Yasuhiro Omori, "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution", December 2009.
CIRJE-F-700 Ishihara, Tsunehiro and Yasuhiro Omori, "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors", December 2009.
CIRJE-F-699 Asai, Manabu, Massimiliano Caporin and Michael McAleer, "Block Structure Multivariate Stochastic Volatility Models", December 2009.
CIRJE-F-698 Fujii, Masaaki, Yasufumi Shimada and Akihiko Takahashi, "A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies", December 2009.
CIRJE-F-697 Fujii, Masaaki, Yasufumi Shimada and Akihiko Takahashi, "A Survey on Modeling and Analysis of Basis Spreads", December 2009.
CIRJE-F-696 Takahashi, Akihiko and Toshihiro Yamada, "An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options", December 2009; Revised in January 2010.
CIRJE-F-695 Takahashi, Akihiko and Toshihiro Yamada, "An Asymptotic Expansion with Push-Down of Malliavin Weights", December 2009; Revised in January 2010.
CIRJE-F-694 Sato, Kiyotaka, Zhaoyong Zhang and Michael McAleer, "Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity", December 2009.
CIRJE-F-693 Allen, David E., Michael McAleer and Marcel Scharth, "Realized Volatility Risk", December 2009.
CIRJE-J-216 Okazaki, Tetsuji, "Human Capital Formation in Mitsubishi Zaibatsu in Prewar Japan: Analysis of Personal History Data", December 2009.
CIRJE-J-215 Fukuda, Shin-ichi, "The Role of the Central Bank under the Japanese Financial Crisis: Zero Interest Rate, Quantitative Easing, and Credit Easing", December 2009.