Reading course – Econometrics. IDEA, 2006-2007



Everyone should read all of the papers, even the ones that are not being presented. Each presenter should prepare a 30 minute presentation. Each discussant should prepare a brief discussion, roughly 5 minutes or so. I will randomly assign discussants from the list of people matriculated to fill the empty slots. So please let me know if you would like to discuss a particular paper.

Get the papers and updated versions of this document at:
http://pareto.uab.es/mcreel/reading_course_2006_2007/reading.html

Schedule


5 Feb.  Time 4:30 - 6:30

Presentation 1: Andrzej Kviatkowski: Koopmans (1947)

Discussants: Olga, Yun, Dimitrios


12 Feb. Time 4:30 - 6:30

Presentation 1: Olga Drozdziak, Lucas (1976)

Discussants: Carsten, Dolores, Luca  <- Luca can't be there, anyone want to volunteer?

Presention 2: Miguel Alcobendas: Sims (1980)

Discussants: Ivo, Ferran, Eleni


19 Feb. Time 4:30 - 6:30

Presentation 1: Pau Balart, Sims (1982)

Discussants: Gustavo, Kaya, Andrzej

Presentation 2: Lou Yun, Summers (1991)

Discussants: Diego, Philippos, Bing


26 Feb. 

I will offer an optional workshop not related to the reading course.



Readings:

Hoover, K. (2005) “The Methodology of Econometrics”

Heckman, James J. (2000) Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective ; Quarterly Journal of Economics, v. 115, iss. 1, pp. 45-97

Haavelmo, T. (1944) ”The probability approach in econometrics”, Supplement to Econometrica.

Koopmans, T. (1947) “Measurement without theory”, The Review of Economics and Statistics.

Lucas, Robert E., Jr. (1976) Econometric Policy Evaluation: A Critique, Journal of Monetary Economics, Supplementary Series, v. 1, iss. 2, pp. 19-46

Sims, Christopher A. (1980)Macroeconomics and Reality Econometrica, v. 48, iss. 1, pp. 1-48

Hansen, Lars Peter and Sargent, Thomas J. (1980) Formulating and Estimating Dynamic Linear Rational Expectations Models Journal of Economic Dynamics and Control, v. 2, iss. 1, pp. 7-46

Sims, Christopher A. (1982) Policy Analysis with Econometric Models ; Brookings Papers on Economic Activity, v. 0, iss. 1, pp. 107-52

Summers, Lawrence H. (1991) The Scientific Illusion in Empirical Macroeconomics Scandinavian Journal of Economics, v. 93, iss. 2, pp. 129-48