International Workshop
on "Nonlinear and Asymmetric Models in Applied Economics"
Paris; April 12, 2012
CEPN-CNRS, ECONOMIX-CNRS AND BANQUE DE FRANCE
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
- Antonia López-Villavicencio, CEPN-CNRS, University of Paris North (lopezvillavicencio@univ-paris13.fr)
- Valérie Mignon, EconomiX-CNRS, University of Paris West (valerie.mignon@u-paris10.fr)
- Laurent Ferrara, Bank of France and EconomiX-CNRS (laurent.ferrara@banque-france.fr)
