MSQE Presentation Skills Seminar
WINTERSEMESTER 2012/13
Prof. Michael Haliassos, PhD
Chair for Macroeconomics and Finance
(Secretary: Ms. Nagel, Room: 3.48, HoF 3rd Floor, Tel: 798 33804)
Email: Haliassos@wiwi.uni-frankfurt.de
Office Hours (during Lecture Period): Monday, 15:00-16:00, Room 3.53, HoF
Course Objective
This block seminar is intended to introduce MSQE students to the art of making effective
presentations of scientific work. Emphasis is placed on identifying the key assumptions,
derivations, conclusions, and implications of a given piece of work; and on creating a
presentation that successfully conveys these points to the audience.
Course Organization
In order to prepare for their own presentation of an important published paper in the
literature, students will be required to attend one lecture on preparing presentations, as well as
any 5 academic seminars given in eligible Goethe University seminar series during the winter
semester.
Organizational Meeting and Lecture on How to Present
Wednesday, 31.10.12, Time and Place to be announced on the web site.
Seminar Series Eligible for Attendance Requirement:
Frankfurter Volkswirtschaftliches Kolloquium
The Macro seminars.
Seminar on Applied Microeconomics and Organization.
The seminar series.
Finanzwirtschaftliches Kolloquium
The Finance seminar series.
Marketing Research Seminar Series
The seminar series.
International Economic Policy Research Seminar
The seminar series.
Other suitable series can be added in due course, but series not included on the syllabus
posted on the chair web site cannot be used for this seminar.
Last Revised on 22.03.2016
We will be using as vehicles for getting acquainted with these techniques well-known papers
from a wide range of fields in Economics, Finance, and Marketing on the list below. No two
students can present the same paper. As soon as you decide on three papers that you would be
interested in presenting, you should send an email to the Chair secretary, Ms. Daniela Nagel
at dnagel@wiwi.uni-frankfurt.de, stating your order of preference. Papers are allocated on a
first-come, first-served basis, according to the date stamp on the email AFTER the
organizational meeting. You will be allocated your first choice, unless somebody else has
requested it before you, and so on. If you would like to present a paper not included on the
list, please send an email to Ms. Nagel, with full bibliographic information. Please note that
only published papers are accepted; that survey papers cannot be presented; and that the
publication date must be no earlier than 2010.
As presentation tools, you can use Powerpoint and/or Acrobat software. You should prepare
slides that are easily readable and effective in communicating your points. You can use any
combination of words, math, graphs, tables, etc., to convey the message of the paper. You can
download from the course web site a Powerpoint template that suggests the important
ingredients for a presentation. While you are free to modify it as you see fit and as befits the
paper you are presenting, the template should offer useful guidance in preparing your
presentation.
Your grade will depend on your presentation (80%) and on your participation in discussion
during the seminars (20%).
This is offered as a block seminar. We will meet on Friday, 18.1.13 and attendance for the
full duration of the seminar is mandatory (and also collegiate and polite to your colleagues
who are presenting). The seminar will take place at Campus Westend (room to be
announced).
Registration deadline: Friday, November 9, 2012 at 5:00pm
Please find below:
1. The form that can be used to certify attendance at 5 seminars. Please make sure you
submit this to Ms. Nagel by the end of February, so that we can give you a grade.
2. The list of articles from which to choose.
Last Revised on 22.03.2016
MSQE SEMINAR 1 CERTIFICATION OF ATTENDANCE (WS 12/13)
STUDENT NAME:
SEMINAR SERIES
No Macro
Micro
1
2
3
4
5
Last Revised on 22.03.2016
Fin
.
Mktg
Speaker
IEP
Name
Signature
Date
of Series
Coordinator
MSQE Seminar 1
List of Articles for Presentations
1. James Stock and Mark Watson (2002). “Has the Business Cyle Changed and Why?”,
NBER Macroeconomics Annual, MIT Press.
2. Filippo Di Mauro, Vanessa Smith, Stephanie Dees and Hashem Pesaran (2007).
“Exploring the International Linkages of the Euro Area: A Global VAR Analysis”,
Journal of Applied Econometrics, pp. 1 - 38.
3. Charles Engel and Kenneth West (2005). “Exchange Rates and Fundamentals”,
Journal of Political Economy, pp. 485 - 517.
4. Michael Keen and David Wildasin (2004). “Pareto-Efficient International Taxation”,
American Economic Review, Vol. 94, No. 1, pp. 259-275.
5. Edwards, Jeremy and Michael Keen (1996). "Tax competition and Leviathan",
European Economic Review. 40, 113-134.
6. Timothy Besley and Stephen Coate (1992). “Workfare versus Welfare: Incentive
Arguments for Work Requirements in Poverty-Alleviation Programs”, American
Economic Review, Vol. 82, No. 1, pp. 249-261.
7. Mace, B.J. (1991). “Full Insurance in the Presence of Aggregate Uncertainty”, Journal
of Political Economy, Vol. 99, No. 5 (Oct., 1991), pp. 928-956.
8. Cochrane, J.H. (1991). “A Simple Test of Consumption Insurance”, Journal of
Political Economy, Vol. 99, No. 5 (Oct., 1991), pp. 957-976.
9. Dynarski, S. and J. Gruber (1997). “Can Families Smooth Variable Earnings?”
Brookings Papers on Economic Activity, 1997:1, pp. 229-305.
10. Chen, Roll, Ross (1986). “Economic Forces and the Stock Market”, Journal of
Business, 59, pp. 383-403.
11. Fama, French (1992). “The Cross-Section of Expected Stock Returns”, Journal of
Finance, 47, 427-465.
12. Banz (1981). “The Relation between Return and Market Value of Common Stocks”,
Journal of Financial Economics, 9, pp. 3-18.
13. Lo, MacKinlay (1989). “Stock Prices do not Follow Random Walks: Evidence from a
Simple Specification Test”, Review of Financial Studies 1, pp. 41-66.
14. Berk, K.N. (1974). “Consistent Autoregressive Spectral Estimates”; The Annals of
Statistics 2, 489-502.
15. Phillips, P.C.B. (1987). “Time Series Regression with a Unit Root”, Econometrica,
vol. 55, 277-301.
Last Revised on 22.03.2016
16. Leeb, H., Pötscher, B.M. (2005). “Model Selection and Inference: Facts and Fiction”,
Econometric Theory, vol. 21, 21-59.
17. Chang, Y. (2002). “Nonlinear IV Unit Root Tests in Panels with Cross-Sectional
Dependency”, Journal of Econometrics, vol. 110, 261-292.
18. Hartman, D. (1985). “Tax policy and foreign direct Investment”, Journal of Public
Economics, 26, S. 107-121.
19. Edwards, Jeremy and Michael Keen (1996). “Tax competition and Leviathan”,
European Economic Review, 40, 113-134.
20. Barro, R.J. (1974). “Are Government Bonds net Wealth?”, Journal of Political
Economy, 82, 1095-1117.
21. Kanbur, R. and M. Keen (1993). “Jeux sans fontieres: Tax Competition and Tax
Coordination when Countries Differ in Size”, American Economic Review, 83, 877–
892.
22. Kehoe, Patrick J. (1989). “Policy cooperation among benevolent governments may be
undesirable”, Review of Economic Studies, 56, 289-296.
23. Tabellini, Guido und Alberto Alesina (1990). “Voting on the Budget Deficit”,
American Economic Review 90, 37-49.
24. Wildasin, D. E. (1991). “Income Redistribution in a Common Labor Market”,
American Economic Review, 81, 757-774.
25. Barro, R.J. (1991). “Economic Growth in a Cross-Section of Countries”, Quarterly
Journal of Economics, May.
26. Mankiw, Romer and Weil (1992). “A Contribution to the Empirics of Economic
Growth”, Quarterly Journal of Economics.
27. Brunnermeier, M., Nagel, S. 2008. “Do wealth fluctuations generate time-varying risk
aversion? Micro-evidence on individuals' asset allocation”, American Economic
Review.
28. Calvet, Campbell, and Sodini (2009). “Fight or Flight? Portfolio Rebalancing by
Individual Investors”, Quarterly Journal of Economics 124, pp. 301-348, February
2009.
29. Gross, David B. and Nicholas S. Souleles (2002). “Do Liquidity Constraints and
Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data”,
Quarterly Journal of Economics, 149-85.
30. “Down or Out: Assessing the Welfare Costs of Household Investment Mistakes” (with J.
Campbell and P. Sodini), Journal of Political Economy 115, pp. 707-747, October 2007.
Last Revised on 22.03.2016
31. Luigi Guiso, Paola Sapienza and Luigi Zingales (2008) “Trusting the Stock Market”,
Journal of Finance.
32. Daniels, J.P., F. Nourzad, D.D. VanHoose (2005). “Openness, Central Bank
Independence, and the Sacrifice Ratio”, Journal of Money, Credit, and Banking, Vol.
37, 2, pp. 371-379.
33. Merton, R.C. (1973). “Theory of rational option pricing”, Bell Journal of Economics
and Management Science, vol. 4, 141-183.
34. Cox, J.C. et al.(1979). “Option pricing: a simplified approach”, Journal of Financial
Economics, vol. 7, 229-263.
35. Delbaen, F., Schachermayer, W. (1994). “A general version of the fundamental
theorem of asset pricing”, Math. Ann., vol. 300, 463-520.
36. P.G. Berger, E. Ofek (1995). “Diversification’s effect on firm value”, Journal of
Financial Economics, vol. 37, 39-65.
37. Besanko, D., S. Gupta, D. Jain (1998). “Logit Demand Estimation under Competitive
Pricing Behavior: An Equilibrium Framework”, Management Science, vol. 44 (11),
1533-1547.
38. Dube, J., G.J. Hitsch, P. Manchanda (2005). ”An Empirical Model of Advertising
Dynamics”, Quantitative Marketing and Economics, 3, 107–144.
39. Lambrecht, A., K. Seim, B. Skiera (2007). “Does Uncertainty Matter? Consumer
Behavior under Three-Part Tariffs”, Marketing Science, Vol. 26, 698-710.
40. Erdem, T., S. Imai, and M.P. Keane (2005).“ Brand and Quantity Choice Dynamics
Under Price Uncertainty”, Quantitative Marketing and Economics, 1, 5–64.
41. Lamont, Owen (1997). “Cash Flow and Investment: Evidence from Internal Capital
Markets”, The Journal of Finance, Vol. 52, No. 1, pp. 83-109.
42. Petersen, Mitchell A. and Raghuram G. Rajan (1994). “The Benefits of Lending
Relationships: Evidence from Small Business Data”, The Journal of Finance, Vol. 49,
No. 1, pp. 3-37.
Last Revised on 22.03.2016