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

lundi 28 novembre 2022

Law, Institutions and Economics in Nanterre (LIEN)

Marianne Lumeau (CREM, Université de Rennes I)

En salle 614 et en distanciel

American bias in a local music streaming market: curation push vs. preference pull

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

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