Zaragoza. April 11-12, 2013
Programme It Workshop (2011)
Paraninfo of University of Zaragoza - Pilar Sinués room
Thursday 28 |
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| 9:00-10:00 | Registration | |
| 10:00-10:30 | Presentation | Antonio Montañés and Lola Gadea |
| 10:30-11:30 | Fabio Canova (University Pompeu Fabra) |
Bridging DSGE models and the raw data |
| 11:30-12:00 | Coffee break | |
12:00-12:30 |
Juan José Dolado (University Carlos III) |
Detecting Big Structural Breaks in Large Dimensional Factor Models |
12:30-13:00 |
Ángel Cueva (Ministry of Industry) Enrique M. Quilis (Ministry of Economics) |
Forecasting Spanish GDP on a real-time basis: a dynamic factor approach |
13:00-13:30 |
Rocío Álvarez Aranda (University of Alicante) |
Finite sample performance of small versus large scale dynamic factor models |
13:30-16:00 |
Lunch | |
16:00-16:30 |
Vanesa Berenguer Rico (University Carlos III) |
Summability of Stochastic Processes |
16:30-17:00 |
Rebeca Jiménez (University of Salamanca) |
Food price pass-through in the euro area. The role of asymmetries and non-linearities |
17:00-17:30 |
Ana-María Fuertes Cass Business School (London) |
Credit Rating Migration and Business Cycles |
17:30-18:00 |
Coffee break | |
| 18:00-18:30 | Luca Gambetti (University Autonoma of Barcelona) |
Testing for Sufficient Information in Structural VARs |
| 18:30-19:00 | Julio Afonso Rodríguez (University of La Laguna) |
On stationarity and unit root test under AO adjustment with possible persistent effects |
| 19:00-19:30 | Luca Onorante (European Central Bank) |
Short-tem inflation projections: a Bayesian vector autoregressive approach |
| 19:30 | Meeting | |
Friday 29 |
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10:00- 10:30 |
José Olmo (City University London – CUD) |
A uniform test for linearity in quantile regression |
10:30-11:00 |
Jesús Gonzalo (University Carlos III) |
Regimen Specific Predictability in Predictive Regressions |
11:00-11:30 |
Octavio Fernández-Amádor (Joh. Kepler University Linz) |
Modelling interest rate pass-through in Europe: is linearity enough? |
11:30-12:00 |
Coffee break | |
| 12:00-12:30 | Javier Perote (University of Salamanca) |
The General Moments Expansion: An approximation of the asset returns density |
| 12:30-13:00 | Josu Arteche (University of Basque Country) |
Volatility extraction in Long Memory in Stochastic Volatility |
13:00-13:30 |
Esther Ruiz (University Carlos III) |
Bootstrap Prediction Mean Square Errors of unobserved states |
13:30-16:00 |
Lunch | |