Unité mixte de recherche 7235

International Workshop on Nonlinear and Asymmetric Models in Applied Economics

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

Paris; April 12, 2012
CEPN-CNRS, ECONOMIX-CNRS AND BANQUE DE FRANCE

Registrations are closed.

Program

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 http://www.centre-les-recollets.com

Organizers

 

AGENDA

jeudi 27 janvier 2022

Lunch

Emmanuelle Faure, Olivier Kayser, Jocelyne Zoumenou

Nouveaux doctorants

jeudi 27 janvier 2022

Groupe de travail Economie Comportementale

Fabio Galeotti

11h-12h

Information Acquisition and Social Norm Information

mardi 1 février 2022

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

Nicolas Laurence (Université Lyon 2 & TRIANGLE)

Le déploiement des cryptomonnaies et des monnaies locales dans le cadre de la crise de légitimité de l’Euro

jeudi 3 février 2022

Doctorants

Esther Raineau-Rispal

Spatio-Temporal Estimation of Innovation Diffusion: New Technology Adoption in the French Construction Sector

lundi 7 février 2022

Law, Institutions and Economics in Nanterre (LIEN)

Samuel Ferey (BETA)

Paradoxes de vote et décision des juges constitutionnels : une approche empirique sur le cas français

mardi 8 février 2022

Développement Durable Environnement et Energie (DDEE)

Emmanuelle Taugourdeau (CREST)

16h-17h, salle G614B

Do international climate agreements affect tax and environmental competition among asymmetric countries ?

jeudi 10 février 2022

Lunch

Ping Hua

How did china’s GVCs participation influence its manufacturing productivity?

jeudi 10 février 2022

Groupe de travail Economie Comportementale

Paolo Crosetto

11h-12h

Labels vs incentives: testing nutritional policies in the lab

Inscription aux Newsletters