Workshop Papers

Workshops with external speakers
(Jointly organised with the Faculty of Economics and Management, University of Cyprus.
Check this link for any changes to the seminars scheduled at the University of Cyprus.)


2013

 

15/10/2013

Ireland's economic crisis: the good,the bad and the ugly
Karl Whelan, University College Dublin.

 

03/10/2013

The diminishing liquidity premium
Avi Wohl, Tel Aviv University.

 

29/09/2013

Capital requirements, bank lending, and macro-prudential policy: evidence from three papers using UK data
Charles W. Calomiris, Columbia Business School and National Bureau of Economic Research.

 

05/07/2013

Fiscal consolidation: Dr Pangloss meets Mr Keynes
Marcus Miller, University of Warwick.

 

21/03/2013
 

“Liquidity, volatility, and flights to safety in the U.S. Treasury market: evidence from a new class of dynamic order book models”
Eric Ghysels, University of North Carolina.

 

08/03/2013

How important is tourism for the international transmission of cyclical fluctuations? Evidence from the Mediterranean
Fabio Canova, European University Institute.

 

13/02/2013

Room to move: why some industries drive the trade-specialisation nexus and others do not
Jaap Bos, Maastrict University.

 

01/02/2013

“Skewness, growth options and stock returns”
Luca Del Viva, ESADE Business School.

 

21/01/2013

Competitive challenges for Cyprus: a view from the Doing Business Report
Augusto Lopez Claros, World Bank and International Finance Corporation.

 

 

2012

 

17/12/2012

Why current DSGE models provide a poor basis for forecasting and policy analysis
Aris Spanos, Virginia Tech.

 

30/11/2012

Moving to a job: the role of home equity, debt, and access to credit 
Dmytro Hryshko, University of Alberta.

 

26/11/2012

The cross-section of industry investment returns 
Ilan Cooper, Norwegian Business School (BI) and Tel Aviv University.

 

12/11/2012

Labour market reform and youth unemployment in Europe
John Driffill, Birkbeck College, University of London.

 

09/11/2012

Tails of inflation forecasts and tales of monetary policy  
Philippe Andrade, Banque de France.

 

29/10/2012

Finance and growth: a review and agenda
Peter L. Rousseau, Vanderbilt University.

 

22/10/2012

Prior selection for vector autoregressions
Domenico Giannone, Universite Libre de Bruxelles.

 

18/10/2012

The optimal currency area in a liquidity trap
Michael Devereux, University of British Columbia.

 

18/10/2012

Bank ratings: what determines their quality?
Harald Hau, University of Geneva.

 

04/10/2012

The home bias of the poor: terms of trade effects and portfolios across the wealth distribution
Tobias Broer, Stockholm University.

 

14/09/2012

Are there common factors in commodity futures returns?
George Skiadopoulos, University of Piraeus.

 

13/09/2012
 

Local business cycles and local liquidity
George Korniotis, University of Miami.

 

12/09/2012
 

Beyond austerity: an SPV to save eurozone?
Marcus Miller, University of Warwick.

 

18/05/2012

The manipulation of Basel risk weights: evidence from 2007-10
Mike Mariathasan, University of Oxford.

 

04/05/2012

International propagation of the credit crisis
Ian A. Cooper, London Business School.

 

27/04/2012

Business cycles in Mediterranean countries
Fabio Canova.

 

29/03/2012

Macroprudential matters
Andy Haldane, Bank of England.

 

28/03/2012

Can we predict stock market crashes?
William Ziemba, UBC and University of Reading.

 

16/03/2012

Financial regulation in general equilibrium
Dimitris Tsomocos, Said Business School, University of Oxford.

 

09/03/2012

Systemically important banks in Cyprus: risks and policy implications
Constantinos Stephanou, World Bank and Financial Stability Board Secretariat.

 

13/02/2012

Costly labour adjustments: effects of China's employment regulations  
Russell Cooper, European University Institutte.

 

10/01/2012

The UK economy in the crisis and its aftermath: can our models shed any light?
Patrick Minford, Cardiff Business School.

 

 

2011
 

29/11/2011

Generalized Taylor and generalized Calvo price and wage-setting: micro-evidence with macro implications
Huw Dixon, Cardiff Business School. 

 

28/11/2011

Priming ideology? Electoral cycles without electoral incentives among US judges
Daniel L. Chen, Duke Law School.

 

21/11/2011

 

US fiscal policy ex ante and ex post
Simon van Norden, HEC Montreal.

11/11/2011

Testing the invariance of expectations models of inflation
David Hendry, University of Oxford. 

 

19/10/2011

Pension plan risk-taking: does it matter if the sponsor is publicly-traded?
Christina Atanasova, Simon Fraser University.

 

17/10/2011

“On the non-exclusivity of loan contracts: an empirical investigation” (with Hans Degryse and Erik von Schedvin)
Vasso Ioannidou, Tilburg University.

 

14/10/2011

Europe: after the crisis”  
Charles A.E. Goodhart, London School of Economics.

 

26/09/2011

Routinization-biased technical change, globalization and labour market polarization: does theory fit the facts?
Jean Mercenier, Universite Pantheon-Assas.

 

23/09/2011

Anxious periods and bank lending
George Kouretas, Athens University of Economics and Business.

 

24/06/2011

Do sticky prices increase real exchange  rate volatility at the sector level?” 
Mario Crucini, Vanderbilt University.

 

27/05/2011

“Dynamic portfolio choice, predictability and uncertainty”
George Skoulakis, University of Maryland.

 

09/05/2011

Dynamic identification of DSGE models
Serena Ng, Columbia University.

 

04/05/2011 

Housing purchases and the dynamics of housing wealth
Olympia Bover Hidiroglu, Banco de Espana.

 

15/04/2011

Novel approaches to coherency conditions in LDV modesl with an application to financing constraints and a firm's decision and ability to innovate
Vassilis Hajivassiliou, London School of Economics.

 

11/04/2011

The EMU sovereign-debt crisis: fundamentals, expectations and contagion
Michael Arghyrou, Cardiff Business School.

 

04/04/2011

Optimal and time-inconsistent beliefs and preference for commitment
Filippos Papakonstantinou, Imperial College London.

 

31/03/2011

Search and matching in the housing market
David Genesove, Hebrew University.

 

24/03/2011

Competitive equilibrium in asset markets with adverse selection
Robert Shimer, University of Chicago.

 

18/03/2011
 

Booms and busts: New Keynesian and behavioural explanations  
Paul De Grauwe, Katholieke Universiteit Leuven.

 

24/02/2011

Valuing employee stock options and restricted stock in the presence of market imperfections
Simon Benninga, Tel Aviv University.

 

18/02/2011

Hedge funds in M&A deals: is there exploitation of private information?
Nadia Massoud, Schulich School of Business, York University (Toronto).

 

04/02/2011

Hot and cold in the housing market
Rachel Ngai, London School of Economics.

 

 

2010

 

30/11/2010

Self-fulfilling beliefs and bounded bubbles in the US housing market
Masanori Kashiwagi, European University Institute.

 

23/11/2010

Dynamic female labour supply
Zvi Eckstein, Deputy Governor, Bank of Israel.

 

22/10/2010

Household search and the aggregate labour market
Jochen Mankart, University of St Gallen.

 

07/09/2010

“The Baltic Dry Index as a predictor: evidence from global equity returns, commodity returns, and global economic activity”
George Skoulakis, University of Maryland.

 

25/05/2010

The predictability of returns with regime shifts in consumption and dividend growth
George Constantinides, University of Chicago.

 

07/05/2010

A Bayesian approach to optimal monetary policy with parameter and model uncertainty
Kalin Nikolov, Bank of England and London School of Economics.

 

22/03/2010
 

From the Cyprus pound to the euro: How close is the central parity rate to the equilibrium rate?
George Kouretas, Athens University of Economics and Business.

 

01/03/2010

World technology shocks and the real euro-dollar exchange rate
Kyriacos Lambrias, Universite de Toulouse 1 - Sciences Sociales.

 

26/02/2010

Capital misallocation and aggregate factor productivity
Costas Azariadis, Washington University in St. Louis.

 

19/02/2010

Unemployment in an estimated new Keynesian model
Frank Smets, European Central Bank. 

 

05/02/2010

Central bank two-way communication with the public and inflation dynamics
Kosuke Aoki, London School of Economics.

 

 29/01/2010

Labour market dynamics when (un)employment is a social norm
Demetris Koursaros, Columbia University.

 

20/01/2010

Global factors and animal spirits
Ron Smith, Birkbeck College, University of London.

 

 

2009

 

11/12/2009

Exchange rate crises and fiscal solvency
Betty Daniel, University at Albany.

 

16/11/2009

Short interest and stock market returns in a newly tested market
Alexakis Panagiotis, University of Athens.

 

06/11/2009

Financial intermediation and credit policy in business cycle analysis
Nobuhiro Kiyotaki, Princeton University.

 

14/10/2009

The characterization of equity share liquidity during market gap 
Ser-Huang Poon, Manchester Business School.

 

18/09/2009

Is government ownership of banks harmful to growth?
Panicos Demetriades, University of Leicester.

 

08/09/2009

Long Georgia, short Colorado? The geography of return predictability
George Korniotis, Board of Governors of the Federal Reserve System.