诺奖得主罗伯特•恩格尔教授讲演

北京大学中国经济研究中心与汇丰银行（中国）有限公司出于支持教育事业的共同目标，设立“北大汇丰经济论坛”，汇丰（中国）资助北京大学中国经济研究中心每年邀请一位诺贝尔经济学奖得主来北大作专题演讲，面向北大师生及社会有关人士和新闻媒体，旨在促进经济学国际交流和经济改革的发展。

本系列讲座第三期定于2007年6月13日邀请2003年诺贝尔经济学奖得主罗伯特·恩格尔（Robert Engle）教授来北大讲演，具体安排如下：

演讲题目：中国在全球金融系统中的风险

演讲时间:：2007年6月13日 (星期三) 下午2:00 –4:00

演讲地点：北京大学中国经济研究中心万众楼

演讲语言：英文

罗伯特·恩格尔教授简介

　罗伯特·恩格尔1942年出生于美国纽约州的中部城市锡拉丘兹，1964年毕业于威廉姆斯学院（WilliamsCollege），获物理学学士，1966年和1969年在康奈尔大学分获物理学硕士和经济学博士学位。他在1969至1974年间任麻省理工学院助理教授，1975年前往加州大学圣迭亚哥分校，成为该校副教授，并于1977年晋升为教授，在1990年到1994年期间担任经济学系主任，目前任教于纽约大学斯特恩商学院。1981年，恩格尔成为美国计量经济学学会和美国艺术科学学会会员。

　恩格尔教授所发明的“自动递减条件下的异方差性”理论能精确地获取很多时间数列的特征，并对能把随时间变化的易变性进行统计模型化的方法进行了发展。

2003年，恩格尔教授获得诺贝尔经济学奖，瑞典皇家科学院称，“他不仅是研究者学习的典范，而且也是金融分析家的楷模，他不仅为研究者们提供了不可或缺的工具，还为分析家们在资产作价和投资配搭风险评估方面找到了捷径。”

北大汇丰经济论坛

为促进经济学国际交流、推动经济学研究在中国的进一步发展，北京大学中国经济研究中心与汇丰银行（中国）有限公司联合举办《北大汇丰经济论坛》，由汇丰中国为该论坛提供资助，面向北大师生及社会各界，每年邀请一位诺贝尔经济学奖得主来北大作专题演讲。

HSBC-PKU Economic Forum

In the aim of enhancing international exchange in economics as well as the economic development in China, the China Center for Economic Research (CCER) at Peking University and the HSBC Bank (China) Company Limited (HSBC China) jointly hold the HSBC-PKU Economic Forum, which is sponsored by the HSBC China and invite a Nobel Prize laureate in economics to deliver lectures at Peking University every year since 2004.

The second forum will be opened by Professor Robert Engle, the 2003 Nobel laureate in economics and Professor of Economics at the Stern School of Business at New York University on June 13, 2007.

China''s Risk in Global Financial System

Speaker: Robert Engle

2003 Nobel laureate in economics; Professor of Economics at the Stern School of Business at New York University

Time:：June 13, 2007   2:00 p.m. - 4:00 p.m.

Venue: Wan Zhong Lou Auditorium, CCER

Working Language: English

Biography of Professor Robert Engle

Professor Robert Engle received an M.S. (1966) and Ph.D. (1969) from Cornell University. He taught at the Massachusetts Institute of Technology (1969–75) before joining the University of California at San Diego, where he became a professor in 1977 and later the chair in economics. In 1999 he began teaching at the Stern School of Business at New York University. Engle also held associate editorships on several academic journals, notably the Journal of Applied Econometrics, of which he was coeditor (1985–89).

Professor Engle conducted much of his prizewinning work in the 1970s and ''80s, when he developed improved mathematical techniques for the evaluation and more-accurate forecasting of risk, which enabled researchers to test if and how volatility in one period was related to volatility in another period. This work had particular relevance in financial market analysis in which the investment returns of an asset were assessed against its risks and in which stock prices and returns could exhibit extreme volatility. Engle''s methods and the ARCH（Autoregressive conditional heteroskedasticity）model led to a proliferation of tools for analyzing stocks and enabled economists to make more accurate forecasts.

Professor Engle received the Nobel Memorial Prize in Economics in 2003 for his development of methods for analyzing time series data with time-varying volatility。

HSBC-PKU Economic Forum

In the aim of enhancing international exchange in economics as well as the development of economic study in China, the China Center for Economic Research (CCER) at Peking University and the HSBC Bank (China) Company Limited (HSBC China) jointly hold the HSBC-PKU Economic Forum, which is sponsored by the HSBC China and invite Nobel Prize winners in economics to deliver lectures at Peking University.