Unité mixte de recherche 7235

2nd PhD Student Conference in International Macroeconomics and Financial Econometrics


EconomiX and the Doctoral School EOS of the University of Paris Ouest Nanterre La Défense are co-organizing the

2nd PhD Student Conference in
International Macroeconomics and Financial Econometrics

27th of March 2013
« salle des conférences », « B » Building
Université Paris Ouest – Nanterre La Défense


Registration form deadline : March 12th, 2013

SCIENTIFIC PROGRAM


8:30 amWelcome breakfast

SESSION I – SYSTEMIC RISK AND FINANCIAL REGULATION


9:00 am Georgiana-Denisa BANULESCUY and Elena-Ivona DUMITRESCU, LEO-CNRS, University of Orleans
« Which Are the SIFIs? »
Discussant 1Virginie Coudert, Bank of France, CEPII and EconomiX-CNRS, University of Paris Ouest Nanterre La Défense
Discussant 2Dilyara Salakhona, Bank of France, CEPII and EconomiX-CNRS, University of Paris Ouest Nanterre La Défense

9:45 am Sylvain BENOIT, LEO-CNRS University of Orléans
« Where is the System? »
Discussant 1Christophe Boucher, University of Lorraine
Discussant 2Yannick Lucotte, LEO-CNRS, University of Orleans

10:30 am Guillaume VUILLEMEY, Sciences-Po Paris
« The Build-Up and Decomposition of Risks in the European Banking Sectors in the European Banking
Sectors. »
Discussant 1Laurence Scialom, EconomiX-CNRS, University of Paris Ouest Nanterre La Défense
Discussant 2Peixin Zhang, EconomiX-CNRS, University of Paris Ouest Nanterre La Défense

11:15 am 11:30 amCoffee break

SESSION II – FINANCIAL CONTAGION IN THE BANKING SECTOR


11:30 am Cody Yu-Ling HSIAO, Centre for Applied Macroeconomic Analysis, Australian National University
« A New Test of Financial Contagion with Application to the US Banking Sector »
Discussant 1Sessi Tokpavi, University of Paris Ouest Nanterre La Défense
Discussant 2Henri Audigé, Bank of France and EconomiX-CNRS, University of Paris Ouest Nanterre La Défense

12:15 am Alesia KALBASKA, University of Siena
« From Sovereigns to Banks – Evidence on Cross-border Contagion (2006-2011) »
Discussant 1Olena Havrylchyk, CEPII
Discussant 2Jean Yves Gnabo, University of Namur

1:00 pm – 2:00 pmLunch

SESSION III – INFLATION AND EXCHANGE RATES


2:00 pm Benjamin WONG, Centre for Applied Macroeconomic Analysis, Australian National University
« Inflation dynamics, Inflation expectations and the role of oil shocks: What has changed since the
1970s? »
Discussant 1Jean Pierre Allégret, EconomiX-CNRS University of Paris Ouest Nanterre La Défense
Discussant 2Tovonony Razafindrabe, EconomiX-CNRS University of Paris Ouest Nanterre La Défense

2:45 pm Duygu YOLCU KARADAM, Middle East Technical University
« Real exchange rates and economic growth »
Discussant 1Sophie Béreau, University of Louvain
Discussant 2Blaise Gnimassoun, EconomiX-CNRS University of Paris Ouest Nanterre La Défense

3:30 pm Issiaka COULIBALY, Erudite University of Paris Est Créteil
« Euro advent, competitiveness and growth in the CFA zone »
Discussant 1Jacques Mazier, CEPN-CNRS, University of Paris Nord
Discussant 2Jamel Saadaoui, CEPN-CNRS University of Paris Nord

4:15 pm – 4:30 pmCoffee break

SESSION IV – CREDIT DYNAMICS


4:30 pm Mara PIROVANO, University of Antwerp
« International Financial Integration, Credit Frictions and Exchange Rate Regimes »
Discussant 1Dramane Coulibaly, EconomiX-CNRS University of Paris Ouest Nanterre La Défense
Discussant 2Ludovic Gauvin, Bank of France and EconomiX-CNRS University of Paris Ouest Nanterre La Défense

5:15 pm Thibaud DUPREY, Paris School of Economics and Bank of France
« Bank Ownership and Credit Cycle : the lower sensitivity of public bank lending to the business cycle »
Discussant 1Balasz Egert, Oecd and EconomiX-CNRS University of Paris Ouest Nanterre La Défense
Discussant 2Vincent Bouvatier, EconomiX-CNRS University of Paris Ouest Nanterre La Défense

Covered topics:

  • Global imbalances and exchange rate adjustments
  • Financial markets and exchange rate regimes
  • Dynamics of financial and commodities markets
  • Modeling of low- and high-frequency financial time series
  • Capital flows and asset prices
  • Financial instability and crisis
  • Forecasting macroeconomic and financial variables
  • Monetary and fiscal policy reactions to the cycle
  • Economic growth and public debt in a time of crisis

Priority will be given to papers with original theoretical contributions and/or empirical applications, which address a relevant economic question and which have no senior co-authors. Those papers will be considered for publication in a special issue of the journal International Economics.

Organizing Committee:

AGENDA

mardi 29 novembre 2022

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Adriano do Vale (Université de Poitiers) et Léo Malherbe (Université Université de Picardie Jules Verne)

Shedding light on a Blind Spot: New empirical evidence on the Accountability of the EuroSystem National Central Banks

mardi 29 novembre 2022

Series of Webinars on Economics of Environment, Energy and Transport (SWEEET)

Thomas Douenne (Univ. Amsterdam), Albert Jan Hummel (Univ. Amsterdam), Marcelo Pedroni (Univ. Amsterdam)

Optimal Fiscal Policy in a Climate-Economy Model with Heterogeneous Households

jeudi 1 décembre 2022

Doctorants

Nicolas de Roux

Capturing international influences in US monetary policy through a NLP approach

lundi 5 décembre 2022

Law, Institutions and Economics in Nanterre (LIEN)

Vincent Lefrère (Institut Mines Telecom)

En salle 614 et en distanciel

Privacy, Data and Competition: The Case of Apps For Young Children

mardi 6 décembre 2022

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Eric Monnet (EHESS et PSE)

Le rôle d’amortisseur des banques centrales – une perspective historique

jeudi 8 décembre 2022

Lunch

Guillaume Pierné

12h - 13h, salle 110

TBA

lundi 12 décembre 2022

Law, Institutions and Economics in Nanterre (LIEN)

Clément Brébion (Copenhagen BS)

En salle 614 et en distanciel

Unemployment Insurance Eligibility and Employment Duration

mardi 13 décembre 2022

Développement Durable Environnement et Energie (DDEE)

Nicolas Astier (Paris School of Economics)

16h-17h

Riding together: eliciting travelers’ preferences for long-distance carpooling

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