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加拿大圭尔夫大学(University of Guelph)Thanasis Stengos教授应邀来我院作学术报告

  • 发布日期:2017-06-16 07:21:00

供稿: 国际贸易与金融系

    2017年6月9日上午,加拿大圭尔夫大学(University of Guelph) Thanasis Stengos教授做了题为“Persistence and Convergence in Economic Growth and Club Formation”的学术报告。
    作者在允许结构断点的长记忆框架下,提出了国别经济收敛的四个假设,从单元变量和多元变量的角度来估计长记忆的参数值。运用国别人均GDP差额,作者确认了以往文献中所认为的长记忆模式的存在性,但作者的单元变量分析表明对此论点的论据支持较弱。他提出团组整合的概念,并运用序贯检验准则进行检验。最后,提出了在度量金融一体化方面的新应用。
 

 
    报告人简介:Thanasis Stengos joined the Department of Economics at the University of Guelph in 1984, where he now holds a University Research Chair. He received his B.Sc. and M.Sc. in Economics from the London School of Economics and Ph.D. from Queen's University. His research has been published in journals including the Review of Economic Studies, European Economic Review, International Economic Review, Economic Journal, Journal of Monetary Economics, Journal of Econometrics, Econometric Theory, The Review of Economic and Statistics, Journal of Applied Econometrics, Journal of Business and Economic Statistics and Journal of Economic Growth.


(审核: 颜志军)