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【信息通知】西南财经大学田超岳副教授学术讲座

2018-10-4 22:20:43

 

为了进一步营造科学研究范围,开拓国际学术视野,提升研究能力、学术水平和国际交流能力,大连海事大学综合交通运输协同创新中心于2018108日邀请了田超岳副教授来我校做学术讲座。

报告地点:望楼(原第四食堂)319

报告时间:20181089:30-11:30

报告人:田超岳副教授

报告题目:抵押贷款违约,终止和危险模型(Mortgage Delinquencies, Terminations, and Hazard Models)

田超岳简介:田超岳,现任西南财经大学副教授,博士生导师。本科毕业于东北财经大学法律学专业,在美国Marietta College获教育硕士学位,之后在美国乔治华盛顿大学获得博士学位。专业领域包括城市经济学,区域经济学,应用计量经济学领域等多个方面,曾在2015年获得美国房地产学会的论文奖。其所获成果深受广大学者、媒体以及所在领域追捧,其文章Home Energy Efficiency and Mortgage Risks在政策上产生了巨大影响,美国联邦储备银行的2家学术报道机构对这篇论文进行了转载和报道。

报告摘要:Mortgage loans often experience a series of short term delinquencies before they enter the foreclose process. This dynamic feature of loan default is unaccounted for in traditional proportional hazard models. This paper proposes unied proportional hazard models to study short term delinquencies and mortgage terminations together, which captures the dynamic feature of mortgage risks. Results show that new incidences of short term delinquency are positively correlated with foreclosures and negatively correlated with prepayment. Also, new delinquencies are more sensitive to>macroeconomic conditions. These ndings help explain previous inconsistent results about the influence of macroeconomic conditions on mortgage default.