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International Workshop
on "Nonlinear and Asymmetric Models in Applied Economics"

Paris; April 12, 2012

Registrations are closed.


9 h 00 Welcome breakfast
9:30-10:45 Keynote speaker: Timo Teräsvirta (CREATES, Aarhus Univ.)
Specification, estimation and evaluation of Vector Logistic STAR models with applications
10:45-11:15 Coffee break
11:15-11:50 P. Albuquerque (Euromed Management, Univ. Aix-Marseille, DEFI & IDEP)
The Effects of Nonlinear Aggregation on the Relationship between Inequality and Growth
Discussant: M. Mogliani (Bank of France)
11:50-12:25 M. Greenwood-Nimmo (Univ. of Leeds), Y. Shin (Univ. of York) and T. Van Treeck (IMK, Hans Boeckler Stiftung)
Fundamental Asymmetries in US Monetary Policymaking: Evidence from a Nonlinear Autoregressive Distributed Lag Quantile Regression Model
Discussant: S. Laurent (Maastricht Univ. and CORE)
12:25-13:00 F. Bec (THEMA, Univ. Cergy-Pontoise) and M. Ben Salem (CEE)
Inventory Investment and the Business Cycle: The Usual Suspect
Discussant: A. Péguin-Feissolle (AMSE and GREQAM)
13:00-14:30 Lunch
14:30-15:05 L. Ferrara (Bank of France and EconomiX), M. Marcellino (European Univ. Institute) and M. Mogliani (Bank of France)
Macroeconomic forecasting during the Great Recession: The return of non-linearity?
Discussant: K. Boudt (KU Leuven and VU University Amsterdam)
15:05-15:40 S. Laurent (Maastricht Univ. and CORE), C. Lecourt (CeReFim, Univ. Namur and Maastricht Univ.) and F.C. Palm (Maastricht Univ.)
Testing for jumps in GARCH models, a robust approach
Discussant: C. Lopez (Bank of France)
15:40-16:00 Coffee break
16:00-16:35 G. Dufrénot (AMSE, Univ. Aix-Marseille), V. Mignon (EconomiX-CNRS and CEPII) and A. Péguin-Feissolle (AMSE and GREQAM-CNRS)
The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
Discussant: D. Coulibaly (CEPII)
16:35-17:10 A. Péguin-Feissolle and B. Sanhaji (AMSE and GREQAM-CNRS)
Testing the constancy of conditional correlations in multivariate type-GARCH models
Discussant: S. Tokpavi (EconomiX)
17:10-17:45 K. Boudt, F. Liu and P. Sercu (KU Leuven)
Equity's exposure to currencies: Beyond the loglinear model
Discussant: M. Greenwood-Nimmo (Univ. of Leeds)

Site information

The workshop will be held in the Couvent des Récollets, 150-154 rue du Faubourg Saint Martin, 75010 PARIS, France (metro « Gare de l'Est »).
More information about the venue on