Unité mixte de recherche 7235

Nonlinear Modeling of Economic and Financial Time-series

edited by Fredj Jawadi and William A. Barnett Emerald Group Publishing Limited, December 2010

Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications.

AGENDA

mardi 5 décembre 2023

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

Clément Fontan (UC Louvain)

The ECB and the inflation monsters: strategic framing and the responsibility imperative (1998-2023)

jeudi 7 décembre 2023

Groupe de travail Economie Comportementale

Vincent Lenglin (Université Catholique de Lille)

TBA

jeudi 7 décembre 2023

Doctorants

Emmanuelle Faure

Explaining economic performances in the French employment zone: spatial externalities and related variety

lundi 11 décembre 2023

Law, Institutions and Economics in Nanterre (LIEN)

Bastien Michel (LEMNA, Nantes)

Measuring the Impact of Incarceration on Recidivism in Denmark

mercredi 13 décembre 2023

Économies du monde musulman

Chahir Zaki (LEO, Université d’Orléans)

Dette en Egypte : conjoncture défavorable ou structure vulnérable ?

jeudi 14 décembre 2023

Lunch

Hugo ORIOLA

Salle 101-102 à 12h

Opportunistic Political Central Bank Coverage: Does media coverage of ECB’s Monetary Policy Impacts German Political Parties’ Popularity?

jeudi 14 décembre 2023

Développement Durable Environnement et Energie (DDEE)

Emeline Bezin (CNRS/CREM)

Salle 101-102

TBA

jeudi 14 décembre 2023

Séminaire Econom’IA

Benjamin Ooghe-Tabanou (médialab - Sciences Po Paris)

Salle G614A de 11h à 12h30

Outils, méthodes et productions numériques à partir de données du web au médialab de Sciences Po

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