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Mike Aguilar
Lecturer

Phone: (919) 966-5378
Email: maguilar @ email . unc . edu

Office Hours: T 5-6pm, R 9-10am, or by appt.
201 Gardner Hall, CB#3305



Students: please see Blackboard or Sakai for complete course details.

Econ 101: Introductory Economics - Fall 2009
 
Econ 320: Macroeconomic Theory & Policy - Spring 2010
 
Econ 400: Economic Statistics - Summer Session II 2010
 
Econ 420: Intermediate Theory: Money, Income & Employment - Spring 2012
 
Econ 420-Honors: Int. Theory: Money, Income & Employment - Spring 2011
 
Econ 423: Financial Markets - Spring 2012 
 
Econ 496: EconWorkbench - Spring 2011
 
Econ 496: Undergrad TA Program - Spring 2011
 
Econ 496: Fed Challenge - Fall 2011


PUBLICATIONS / WORKING PAPERS
  Don't Be Late - Examining the Costs of Latency (2012)
   
  Robust Tests of Volatility Spillover - with J. Hill (2011)
   
  Moment Conditions Tests for Heavy Tailed Time Series - with J. Hill (Paper) - Revision invited by the Journal of Econometrics: Annals Issue on Extreme Value Theory (2010)
   
  A News-Enhanced Component Model of Volatility - with M. Ringgenberg (2011). Funding sponsored by The Institute for Quantitative Research in Finance
 
  A Latent Factor Model Of Multivariate Conditional Heteroscedasticity - (Abstract) (2009) Journal of Financial Econometrics, Vol 7., Iss. 4, pgs 481-503
   
  Indirect Inference For Moment Equations With Infinite Variance - with J. Hill and E. Renault (2008)
   
  A Moment Based Test Of GARCH Against Stochastic Volatility - with E. Renault (2008)
   
PRESENTATIONS & CODE (may be useful for students)
  "Economic Overview" given at recent UNC-CH Fed Challenge & CEC
    3/19/09 | 4/16/09 | 10/01/09 | 3/29/11
   
  Introduction to Financial Econometrics @ SAMSI 11/18/05
 
  Quick Introduction to Matlab for Econometricians - MatlabIntro
 
  UNC-CH Dissertation Format - UNCCHDis.zip
   
  Invoking Matlab in Emerlad (by Sang Soo Park)
   
  Macro & Financial Market Summary Sheet & ChartBook
   
Macro Journal
  Each week I ask my students three key questions that gauge their assessment of the U.S. economy. The questions are posed as follows: "Given the data and news stories released in the previous week, has your assessment of OVERALL ECONOMIC ACTIVITY improved, deteriorated, or remained the same, as compared to the previous week?" We then replace the phrase OVERALL ECONOMIC ACTIVITY with the LABOR MARKET and PRICE LEVEL. Their assessment is classified into one of three categories: a) Improving, b) Deteriorating, c) Remaining the Same.
   
  You may click here for a complete description of the assignment. Below is a graphic that summarizes their responses over time. You may click here for a larger image of the graphic.
   
 




Triangle Econometrics Workshop
UNC-CH Fed Challenge
UNC Econometrics Seminar          EconWorkbench